摘要
把梯度投影和精确罚函数技术相结合,提出了求解非线性等式和不等式约束最优化问题一个初始点任意的梯度投影方法。在适当的假设条件下证明了算法或者在有限步后终止于K-T点;或者产生一无穷点列,其任意极限点皆为K-T点。
By combining gradient projection with the exact penalty function,a gradient projection methodwith arbitrary initial point for nonlinear equality and inequality constrained optimization prob-lems is presented.Under some suitable assumptions,it is proved that the algorithm either termi-nates at a K-Tpoint after finitely many steps or it generates an infinite sequence of pointseach of whose limit points is a K-Tpoint.
出处
《暨南大学学报(自然科学与医学版)》
CAS
CSCD
1994年第1期19-23,共5页
Journal of Jinan University(Natural Science & Medicine Edition)
基金
国家自然科学基金资助项目
关键词
梯度投影法
精确罚函数
最佳化问题
optimization problem
gradient projection method
exact penalty function
arbitra-ry initial point1)510632 Guangzhou