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| 摘要: |
| 本文研究了约束优化问题min x∈Ωf(x)利用共轭梯度算法与GLP 梯度投影思想相结合的方法, 构造了一个新的共轭梯度投影算法, 并在Wolfe 线搜索下获得了该算法的全局收敛性结果. |
| 关键词: 约束优化问题 共轭梯度法 GLP梯度投影 Wolfe线搜索 全局收敛性 |
| DOI： |
| 分类号:O224 |
| 基金项目:国家自然科学基金资助(10671057);河南理工大学运筹学与控制论重点学科资助项目;河南省数学一级重点学科资助项目. |
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| CONJUGATE GRADIENT PROJECTION METHOD OF CONSTRAINED OPTIMIZATION PROBLEMS WITH WOLFE STEPSIZE RULE |
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JING Shu-jie,ZHAO Hai-yan
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| Abstract: |
| In this paper, a new conjugate gradient projection algorithm for the constrained optimization problem is presented. By Combining conjugate gradient algorithm with GLP gradient projection theory, global convergence properties of the new algorithm under the Wolfe stepsize rule are proved. |
| Key words: constrained optimization problems conjugate gradient method GLP gradient projection Wolfe line search global convergence. |
