Wolfe步长规则下约束优化问题的共轭梯度投影算法

CONJUGATE GRADIENT PROJECTION METHOD OF CONSTRAINED OPTIMIZATION PROBLEMS WITH WOLFE STEPSIZE RULE

本文研究了约束优化问题min x∈Ωf(x).利用共轭梯度算法与GLP梯度投影思想相结合的方法,构造了一个新的共轭梯度投影算法,并在Wolfe线搜索下获得了该算法的全局收敛性结果.

In this paper, a new conjugate gradient projection algorithm for the constrainedoptimization problem is presented. By Combining conjugate gradient algorithm with GLP gradientprojection theory, global convergence properties of the new algorithm under the Wolfe stepsizerule are proved.