摘要
In this paper,a probe method for nonlinear programming wiht equality and inequality is given. Its iterative directions at an arbitrary point x can be obtained through solving a liear system. The terminate conditions and choices of the parameters are given. The global convergence of the method is proved. Further more,some well known gradient projection type algorithms [1-15] and new gradient projection type algorithms from the linear system are given in this paper.
In this paper,a probe method for nonlinear programming wiht equality and inequality is given. Its iterative directions at an arbitrary point x can be obtained through solving a liear system. The terminate conditions and choices of the parameters are given. The global convergence of the method is proved. Further more,some well known gradient projection type algorithms [1-15] and new gradient projection type algorithms from the linear system are given in this paper.
关键词
梯度投影
优化问题
线性系统
统一算法
linear system
gradient projection
probe method
global convergence
