摘要
将共轭梯度法与广义投影技术相结合 ,给出了一个求解带线性等式、不等式约束优化问题的共轭梯度型算法 ,证明了算法的性质及全局收敛性 ,首次将共轭梯度法推广应用于求解带约束条件的优化问题 .
The conjugated gradient type algorithm is a utility method which has some very good properties and simple construction for unconstrained optimization.Up to now,have not seen any article applying conjugate algorithm to solve constrained optimization problem.In this paper,using conjugated gradient algorithm for unconstrained problem and generalized projection technique,a conjugated gradient type algorithm for linearly constrained optimization problem is given.Some properties and global convergence theorem are proved.
出处
《东北师大学报（自然科学版）》
CAS
CSCD
北大核心
2002年第2期11-15,共5页
Journal of Northeast Normal University(Natural Science Edition)
基金
北京市教委基金资助项目 ( 99KJ1 0 )
关键词
线性约束优化问题
共轭梯度法
广义投影
全局收敛性
linearly constrained optimization problem
conjugated gradient type algorithm
generalized projection
global convergence algorithm
