摘要
梯度投影法是解线性约束非线性规划问题的一种可行方向法。该方法在每步迭代中,都要计算方向 d=-(I-M^T(MM^T)^(-1)M▽f(x),这里矩阵 M 随 X 而变。本文给出矩阵 I-M^T(MM^T)^(-1)M 的几个重要性质,有助于简化梯度投影算法。
In this paper,some important properties of projection matrix (I—M^T(MM^T)^(-1)M) are proved.By using those properties,gradient projectionmethod which is used to solve nonlinear programming problem with linearconstraints can be simplified.
关键词
投影矩阵
算法
非线性规划
Projection Matrix
Algorithm
Nonlinear Programming
