退化约束拓广的梯度投影法

An Extended Gradient Projection Method Under Degenercy

文［１］给出了一个新的梯度投影型算法，用于求解带有线性约束条件的非线性规划问题。本文在文［１］的基础上，去掉非退化假设，给出了一个线性子规划程序，用于解决约束条件的退化问题，同时证明了算法的可行性和收敛性。

A new gradient projection method, which is for nonlinear optimization prob-lems with linearly constraints, is given in paper [1]. This paper removes the assumption ofnon-degeneracy and adds to paper [1] a linear program that is used to solve degenerate constraints. Also, the feasibility and convergence are proved.