初始点任意的摄动梯度投影法

详细信息

A Pertrubed Gradient Projection Method with Arbitrary Initial Point for General Constrained Optimization Problems

摘要: 利用梯度投影与罚函数相结合的技巧,将带不等式和等式约束的优化问题化成一个无约束问题,提出了初始点可任意的求解不等式、等式约束优化问题的摄动梯度投影算法;参数δk取不同的数还可以得到一类梯度投影算法,从而得出了在搜索方向和步长不精确条件下的梯度投影法,保证了在实际应用中更容易实现;在较弱条件下,证明了该算法的全局收敛性。
- 不等式、等式约束 /
- 摄动梯度投影 /
- 罚函数 /
- 初始点任意
Abstract: In this paper,the gradient projection and penalty function are used to make optimization problems for inequality and equality constraints into optimination problem without constraints.The algorithm of perturbed gradient projcetion with aribitrary initial point for inequality and equality constrained problem is given,which can get a sort of gradient projection method in accurate search direction and step,when parameter δk is different chosed.It is proved to be convenient in application.The algorithm is gobally convergent under very weak conditions.
- inequality and equality constraints /
- perturbed gradient projection /
- arbitrary initial point