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运筹学学报 ›› 2013, Vol. 17 ›› Issue (2): 124-130.

• 运筹学 • 上一篇    

任意初始点下的广义梯度投影滤子算法

高晶1，王薇1,*   

  1. 1. 华东理工大学理学院数学系，上海 200237
  • 收稿日期:2011-08-08 出版日期:2013-06-15 发布日期:2013-06-15
  • 通讯作者: 王 薇 E-mail:wangwei@ecust.edu.cn
  • 基金资助:

    国家自然科学基金 (No. 11271128)

A generalized gradient projection filter method for arbitrary initial point

GAO Jing1,WANG Wei1,*   

  1. 1.  Department of Mathematics, East China University of Science and Technology, Shanghai 200237, China
  • Received:2011-08-08 Online:2013-06-15 Published:2013-06-15

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被引次数

1

摘要： 提出了一个任意初始点的广义梯度滤子方法. 该方法不使用罚函数以避免由此带来的缺陷并可以减少计算量. 方法的另一个特点是不因使用了滤子技术而使算法早熟或陷入循环. 算法对初始点没有要求并在比较合理的条件下具有全局收敛性.

关键词: 滤子, 梯度投影, 任意初始点

Abstract: In this paper, a new generalized gradient projection filter method for arbitrary initial point is proposed. It can decrease the scale of computation and avoid the defect of penalty function. Another merit of the algorithm is that it avoids the filter method converging to a feasible but non-optimal point or occurring cycling. Moreover, it has no demand on the initial point and under some mild assumptions it has global convergence.

Key words: filter, gradient projection, arbitrary initial point

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