摘要
本文讨论带不等式和等式约束优化问题 ,考虑到计算的误差因素 ,在搜索方向上进行摄动 ,提出了求解非线性规划问题的广义摄动梯度投影算法 ,其初始点可以任意选取 ,使在实际计算上容易实现 .同时 。
In this paper, the algorithm of venereal perturbed gradient projection method with arbitrary initial point was given, to research inequality and equality constraint optimization problem, considered error of calculating and perturbed in search direction, therefore we get algorithm, initial point is Arbitrary chosen. The algorithm is convenient calculating in application; its goball convergent is proved.
出处
《安康师专学报》
2001年第1期60-64,共5页
Journal of Ankang Teachers College
关键词
初始点任意优化
广义摄动梯度投影算法
不等式
等式约束
非线性规划
inequality and equality constraint
general perturbed gradient projection arbitrary initial point
goball convergent
