| 梯度投影法与改进简约梯度法的关系 |
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| 引用本文： | 魏斌,袁修干.梯度投影法与改进简约梯度法的关系[J].北京航空航天大学学报,1997,23(5):652-656. |
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| 作者姓名： | 魏斌 袁修干 |
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| 作者单位： | 北京航空航天大学飞行器设计与应用力学系 |
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| 摘 要： | 对带有线性等式和不等式约束非线性规划提出一种改进简约梯度法。通常的方法需增加松弛变量将不等式约束化为等式约束，从而增加原问题的维数。新方法通过引入一个松弛向量，不增加原问题的维数。文中给出了改进的简约梯度法与Ｒｏｓｅｎ’ｓ梯度投影法之间关系。
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| 关 键 词： | 非线性规划 梯度投影算法 简约梯度法 |
RELATIONSHIP BETWEEN GRADIENT PROJECTION METHOD AND MODIFIED REDUCED GRADIENT METHOD |
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| Wei Bin,Yuan Xiugan.RELATIONSHIP BETWEEN GRADIENT PROJECTION METHOD AND MODIFIED REDUCED GRADIENT METHOD[J].Journal of Beijing University of Aeronautics and Astronautics,1997,23(5):652-656. |
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| Authors: | Wei Bin Yuan Xiugan |
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| Abstract: | A reduced gradient method for nonlinear programming problems with linear equality and inequality constraints is presented.Although a slack vector is introduced,the dimension of the problem is not increased,which is unlike the conventional way of transferring the inequality constraints into the equality constraints by introducing slack variables.The relation between the suggested reduced gradient method and Rosen's gradient projection method is discussed. |
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| Keywords: | nonlinear programming gradient project algorithms convergence (mathematics) reduced gradient method |
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