解约束优化问题的投影梯度型中心方法(英文).pdfVIP

Journal of M athem atical R esearch Expo sition . 17, . 3, 375381, . 1997 V o l N o A ug Projected Grad ien t Type M ethod of Cen ters for Con stra ined Optim ization S h i B aochang 　 Z hou X iaoy ang ( . . , . . , 430074) D ep t of M ath H uazhong U n iv of Sci T ech W uhan H u X insheng (Shenzhen R adio and T elevision U n iversity , Shenzhen 518008) 　 , Abstract In th is paper a new algo rithm p ro jected gradien t type m ethod of cen ters fo r con strained op tim ization is p resen ted. U nder the assum p tion s of con tinuou s differen tia b ility and nondegeneracy , the global convergence of the algo rithm is p roved. T he m ethod here is sim p le in com pu tation and flex ib le in fo rm. Key words　con strained op tim ization, nondegeneracy, p ro jected gradien t type m ethod ; . of cen ters global convergence 　 ( 1991) 40 30, 49 37 221. 2, 224 Cla ssif ica tion AM S C M CCL O O 1. In troduction M ethod of cen ters is a class of im po rtan t algo rithm s fo r non linear p rogramm ing , w h ich has the advan tages of feasib le direction s m ethod and penalty function m ethod , and can over com e som e of their sho rtcom ings such as the requ irem en t of feas