摘要
采用Ｋａｒｍａｒｋａｒ在文献［１］中所使用的变换技术，提出了梯度投影法的一个改进形式．它可以克服原始梯度算法的某些缺点，加速算法收敛．对此算法给予了详尽的描述并得到了若干重要的收敛性结果．最后还给出了计算实例．
This paper presents a new variation of gradient project algorithm, to which the projective transformation used by Karmarkar is applied. In each iteration, the Current itcrativc point is transfromcd to the center of the feasible region. By this way,somc shortcomings of the original gradient project algorithm can be overcome. A series of important convcrgcnce results arc obtained. The details on the new algorithm arc also given out.
出处
《武汉水利电力大学学报》
CSCD
1994年第2期118-124,共7页
Engineering Journal of Wuhan University
关键词
非线性规划
梯度投影算法
内点算法
nonlinear Programming
gradient project algorithm
interior point algorithm
