| 一般约束极大极小值的梯度投影算法 |
| |
| 引用本文： | 陈华富.一般约束极大极小值的梯度投影算法[J].电子科技大学学报(社会科学版),2000(6). |
| |
| 作者姓名： | 陈华富 |
| |
| 作者单位： | 电子科技大学应用数学系!成都610054 |
| |
| 摘 要： | 对一类带等式、不等式约束的极大极小值问题进行了研究,将其转化为带等式、不等式约束的非线性规划问题,并利用梯度投影算法进行求解。该算法在有限步达到最优点或产生一系列点,且其极限点是最优点。该算法减少了计算量,克服了数值实现上的困难,证明了算法的收敛性。
|
| 关 键 词： | 极大极小值问题 梯度投影 算法的收敛性 一般约束 |
A Projection Gradient Method for General Max-min Problem |
| |
| Chen Huafu.A Projection Gradient Method for General Max-min Problem[J].Journal of University of Electronic Science and Technology of China(Social Sciences Edition),2000(6). |
| |
| Authors: | Chen Huafu |
| |
| Abstract: | In this paper, a max-min problem with inequality and equality constraints is studied and made into nonlinear optimization problem with inequality and equality. Gradient projcet method is also given. The algorithms get optimization point in infinite steps or get a series of points, whose limit points are optimization points. The algorithms save lots of calculating time and overcome some difficulties in computation, whose convergence are also proved. |
| |
| Keywords: | max-min problem projection gradient algorithm convergence general constrai |
| 本文献已被 CNKI 等数据库收录！ |
|
