|
计算数学 1981
THE GRADIENT PROJECTION DESCENT ALGORITHMS
|
Abstract:
This paper considers the optimization problems with equality constraints. A newidea for constructing algorithms of the gradient projection type is presented. By meansof this idea, the gradient projection restoration, gradient projection Newton and con-jugate gradient projection restoration algorithms are constructed. For these algor-ithms, we also give the theorems of global convergence and the rates of termination con-vergence.