【作者】 陈华富； 钮海； 何光宗；

【Author】 Chen Huafu Niu Hai He Guangzhong(Dept. of Applied Math, UEST of Chengdu 610054) (Dept. of Applied Math .Sichuan Union Univ. of Chengdu 610065)

【机构】 电子科技大学应用数学系； 四川联合大学应用数学系；

【摘要】 利用辅助规划和罚函数处理等式和不等式约束,提出了初始点只需满足不等式约束的对于不等式、等式约束问题的一个广义梯度投影算法。该算法不仅考虑到所用的辅助规划的最优化,而且更重要的是对其等式约束作了好的处理。搜索方向d保证了那些不满足等式约束的点列能逐渐靠近,从而达到等式约束区域。解决了文献[1]中存在的问题;对于不满足等式约束的点无法使用,并证明了该算法具有全局收敛性。更多还原

【Abstract】 Auxiliary programming and penalty function that was used were dealt with inequality andequality constraints,this paper give a general gradient projection method with initial point that need satisfy inequality constraints for inequality and equality constrained optimization. The algorithm not only consider optimization of auxiliary programming, but also deal with equality constraints. Which search direction assure points xk which are not satisfy equality constrains can gradual near and come to domqain of equality constraints. This paper overcome fault in paper: points which are not satisfy equality constraints can not used. The algorithm is global convergence.更多还原