等式约束优化问题的一类混合共轭梯度投影算法

A class of hybrid conjugate gradient projection methods for equality constrained optimization problem

构造了一种混合共轭梯度法,并将其与Rosen投影梯度法相结合运用于求解线性等式约束优化问题.这种新的混合共轭梯度投影法有效改善了Rosen投影梯度法收敛性速度较慢的情况,并在Wolfe线搜索下具有全局收敛性.

In this paper, a class of hybrid conjugate gradient methods were proposed, and they were applied to solve the linear equality constrained optimization problem combined with the Rosen gradient projection method. This new hybrid conjugate gradient projection method was effectivly improved the convergence rate of the Rosen gradient projection method, and the global convergence of the algorithm was proved under the Wolfe line search conditions.