学术
摘 要:
通过引入一个辅助优化问题，将广义投影与罚函数技巧和Fisher函数φ（a，b）=√a^2＋b^2-（a＋b），任意a，b∈E^n的特殊性质：√a^2＋b^2（a＋6）=0←→a≥0，b≥0,ab=0结合起来，给出处理非线性等式、不等式约束问题的广义梯度投影算法，并证明该算法是全局收敛的．该算法不仅保持文献[6]的优点，而且还扩大了初始点的选择范围．[著者文摘]
文章出处:
《广西科学》-2006年13卷2期 -102-104页
分 类 号:
文献标识码:
A
文章编号:
1005-9164（2006）02-0102-03
A Generalized Gradient Projection Algorithm with the Fisher Function for Solving the Constrained Optimization Problem
WEI Zeng-xin,ZHAO Yan,CHEN Cui-ling（College of Mathematics and Information Science,Guangxi University,Nanning, Guangxi, 530004, China）
Abstract:
In this paper,we give a generalized gradient projection algorithm for solving equality and inequality constrained optimization problem by introducing an assistant optimization problem and combining the following three facets ： 1 ） generalized projection, 2） the shill of penalty function, 3） Fisher function φ（a,b）=√a^2＋b^2-（a＋b）, which has its special property： √a^2＋b^2（a＋6）=0←→a≥0,b≥0,ab=0. Furthermore,we prove that this algorithm is globally convergent. This algorithm preserves not only the advantage of reference [6],but also extends the choice range of initial point.[著者文摘]
Key words:
constrained optimization, gradient projection, penalty function, Fisher function, global convergence
基金资助:
国家自然科学基金（10161002）和广西自然科学基金（30542043）资助.
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