求解非线性等式和不等式约束优化问题的三项记忆梯度广义投影算法(英文)

Generalized Three Term-Memory Gradient Projection Method for Nonlinear Programming with Nonlinear Equality and Inequality Constraints

利用广义投影矩阵,对求解无约束规划的三项记忆梯度算法中的参数给一条件,确定它们的取值范围,以保证得到目标函数的三项记忆梯度广义投影下降方向,建立了求解非线性等式和不等式约束优化问题的三项记忆梯度广义投影算法,并证明了算法的收敛性。同时给出了结合FR,PR,HS共轭梯度参数的三项记忆梯度广义投影算法:从而将经典的共轭梯度算法推广用于求解约束规划问题.数值例子表明算法是有效的。

By using generalized projection matrix, conditions are given on the scalars in the three term-memory gradient direction to ensure that the three term-memory gradient projection direction is a descent direction. A new three term-memory gradient projection method for nonlinear programming with nonlinear equality and in-equality constraints is presented. The global convergence properties of the new method are discussed. Combining FR, PR, HS methods with our new method, three classes of three term-memory gradient projection methods with conjugate gradient scalar are presented. The numerical results illustrate that the new methods are effective.