摘要
对梯度投影法进行了改进．放宽了对约束函数的限制．简化了迭代方向的表达．给出了计算梯度投影阵和Ｌａｇｒａｎｇｅ乘子的简便方法．删除了当前算法中的某些过程．
In this paper. it is to improve gradient projection method. reduce the limit for constrained function and simplity the expression of iterative directions. A simply method for calculating gradient projection matrix and lagrange multiplier is given. Some steps of gradient projection method are deleted.
关键词
梯度投影阵
拉格朗日乘子
计算
非线性规划
nonlinear constraination
gradient projection matrix
lagrange multiplier
