利用Fisher函数解非线性不等式约束优化问题的梯度投影算法
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赵岩[1,3] 陈翠玲[2,3] 韦增欣[3]
[1]上海理工大学理学院,上海200093 [2]广西师范大学数学科学学院,广西桂林541004 [3]广西大学数学与信息科学学院,广西南宁530004
摘 要:
本文将利用梯度投影与Fisher函数提出—个新的二阶段搜索方向,给出相应的解非线性不等式约束优化问题的梯度投影算法,并证明了该算法具有全局收敛性.[著者文摘]

文章出处:
《数学研究与评论》-2007年27卷4期 -728-732页
Journal of Mathematical Research and Exposition
栏目信息:
分 类 号:
文献标识码:
A
文章编号:
1000-341X(2007)04-0728-05
[参考文献]
A Gradient Projection Algorithm Using the Fisher Function for Solving the Nonlinear Inequality Constrained Optimization Problem
ZHAO Yan, CHEN Cui-ling, WEI Zeng-xin (1. College of Science, University of Shanghai for Science and Technology, Shanghai 200093, China; 2. College of Mathematics Science, Guangxi Normal University, Guangxi 541004, China; 3. College of Mathematics and Information Science, Guangxi University, Guangxi 530004, China )
Abstract:
A new two-stage search direction is proposed that combines the gradient projection and the Fisher function. Based on the new direction, this paper proposes a gradient projection algorithm for solving nonlinear inequality constrained optimization problem. The algorithm is shown to be globally convergent.[著者文摘]
Key words:
nonlinear inequality constriants; gradient projection; the Fisher function; global convergence.
收稿日期: 2005-04-21
修订日期: 2006-12-10
基金资助:
上海市高等学校科学技术发展基金(07ZZ83);广西省自然科学基金(0542043)和广西师范大学青年基金.

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