摘要
§1.引言 Rosen梯度投影法是求解非线性规划问题的基本方法之一,方法简便,实际应用的数值效果好,而且许多近代的更有效的算法继续采用了它的基本思想和技巧。在这些算法中最有代表性的是Goldfarb方法和Murtagh-Sargents方法,其收敛性自然在某种程度上依赖于Rosen方法的收敛性。但是,Rosen方法之严格的收敛性证明尚未取得。尽管D.G.
In this paper,we give an extended algorithm of Rosen's gradient projection method in the maximization problem with linear constraints, by generalizing the control parameter sequence {c^k}in Rosen's method and using a new method of dealing with the degenerative case.In addition,its global convergence is proved under the condition that f(x)is continuously differentiable.
出处
《应用数学学报》
CSCD
北大核心
1991年第3期312-322,共11页
Acta Mathematicae Applicatae Sinica
