解线性等式—不等式约束问题的一种简约梯度法

A REDUCED GRADIENT METHOD FOR THE PROBLEMS WITH THE LINEAR CONSTRAINTS

对于同时带有线性等式—不等式约束的非线性规划问题,给出了一种简约梯度法。简约梯度的计算只用到起作用约束。我们证明了基本结果:在非K—T点的可行点处,用所给方法能得到可行的下降方向。

A reduced gradient method is given for nonlinear programming problems with linear equality-inequality constraints and nonnegative variables. In order to calculate the reduced gradient, only the active constraints are used. We prove that, that X is not Kuhn-Tucher point, a feasible decreasing direction can be found at X by the given method.