摘要
运用广义梯度投影技术，提出了求解非线性约束优化问题一个可行方向法．该算法不仅免去了各种转轴运算，而且只需使用近似积极约束而不是全部约束来确定广义投影矩阵；同时给出了一个构造新的改进可行方向的简单方法．在适当假设条件下。
A feasible direction method for nonlinear constrained optinization problems is presented by the generalized gradient projection technique.The algorithm avoids any operation processes and only needs near-active constraints to determine the generalized projection matrix,instead of using all constraints of the problem. A simple method for constructing a new impoved feasi￣ble direction is also given. Under suitable assumptions, it is provedthat all limit points of afeasible point sequence generated by this algorithm are optimal solutions of the problem.
出处
《暨南大学学报（自然科学与医学版）》
CAS
CSCD
1997年第1期27-32,共6页
Journal of Jinan University(Natural Science & Medicine Edition)
基金
国家自然科学基金
广西自治区教委科学基金
关键词
非线性约束
广义梯度投影
最优解
非线性规划
nonlinear constraint
generalized gradient projection
feasible direction method
near-active constraint
optimal solution
