摘要
本文利用[5]引进的共轭投影的概念，结合堵丁柱［3］中的思想，提出一类新的共轭梯度投影算法．在一定的条件下，证明了该算法具有全局收敛性和超线性收敛速度．
In this paper, a new kind of conjugate projection gradient methods is proposed by combining the concept of conjugate projection proposed in [5] and the idea in [3]. Its global convergence and superlinear convergence are obtained under certain conditions.
出处
《运筹学学报》
CSCD
1999年第2期61-70,共10页
Operations Research Transactions
关键词
梯度投影
共轭梯度投影
全局收敛性
非线性规划
projection gradient
conjugate projection gradient
global convergence
superlinear convergence
