初始点任意的广义梯度投影算法
A General Gradient Projection Method with Aribitrary Initial Point
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摘要: 利用广义梯度投影与罚函数技巧,将等式与不等式约束问题化成一个无约束问题。给出了一个初始点任意的广义梯度投影算法,削弱了文献8的条件,罚参数在计算中自动调整,在迭代次数适当大时成为常数,并证明了算法具有全局收敛性,在实际应用中也容易实现。Abstract: In this paper,the programming with inequality and equality constraints to unconstained programming is reduced by means of general gradients projection and penalty function technique.A general gradient projection algorithm with an arbitrary initial point is given and the condition in ref.8 is simplified.The parameter of the penalty function is automatic adjusted in calculating.The method is convenient in application.