Full-Text Search:
Home|Journal Papers|About CNKI|User Service|FAQ|Contact Us|中文
《ACTA MATHEMATIEA SCIENTIA》 1997-01
Add to Favorite Get Latest Update

A Superlinear Convergence Algorithm of Generalized Gradient Projection

Lai Yanlian(Inst. of Appl. Math. Academia Sinica, Beijing 100080)Zhu Jianqing (Zheng Zhou Institnte of Surveying and Mapping 450052)Guo Wenying(Inst. of APPl. Math, Academia Sinica,Beijing 100080)  
In this paper,we present a superlinear convergence algorithm for nonlinear optimization with linear constraints using matrix decomposition and generalized projection techniques. The algorithm nces not to search the set of δ-active constraints and only needs one computation to the proective matrix at each itertion. Numerical instability of computation is avoided. The algorithm is practical because inexact linear search is adopted and the iterative formula of inverse matrix are given too. The convergence theorem and superlnear convergence rate theorem of the algorithm are proved.
【Fund】: 国家自然科学基金
【CateGory Index】: O241
Download(CAJ format) Download(PDF format)
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
【References】
Chinese Journal Full-text Database 1 Hits
1 Xiong Hua 1, Zhang Jinwang 2, Jiao Baocong 11 Department of Mathermatics, Capital Normal University, Beijing 100037 2 College of Adult Education, Capital University of Medical, Beijing 100036;A Class of Superlinearly Generalized Projection Non-Quasi-Newtion Algorithms[J];Journal of Capital Normal University;2004-01
【Citations】
Chinese Journal Full-text Database 1 Hits
1 Du Ding-zhu;Sun Jie Institute of Applied Mathematics, Academia Sinica;A NEW GRADIENT PROJECTION METHOD[J];Mathematica Numerica Sinica;1983-04
【Co-citations】
Chinese Journal Full-text Database 10 Hits
1 Zheng Bo Shui Yan Cao Ganlin (Anhui Institute of Mechanical and Electrical Engineering Wuhu 241000);Research on Optimal Wwater Consumption of the Washing Machine[J];JOURNAL OF ANHUI INSTITUTE OF MECHANICAL AND ELECTRICAL ENGINEERING;1997-01
2 Xue Yi Chen Liping ( Department of Applied Mathematics, Beijing Polytechnic University, 100022 );The Methods for Solving Minimum L1 - norm Estimation Through Mathematical Programming[J];Journal of Beijing Polytechnic University;1997-02
3 Guo Wenying (Division of Basic Courses,Captial University of Economics and Business, Beijing 100026);AN ALGORITHM AND PROPERTIES OF GENERALIZED GRADIENT PROJECTION[J];JOURNAL OF BEIJING INSTITUTE OF MACHINERY;1999-03
4 Liu Ping; Ling Xiaodong(Information Engineering School, UST Beijing, Beijing 100083, China CITIC Research Intemational);Modification to Wolfe's Simplex Method[J];JOURNAL OF UNIVERSITY OF SCIENCE AND TECHNOLOGY BEIJING;1997-02
5 Sun Qingying Chang Zhaoguang Wang Qinghe (University of Petreleum,Dongying,257062);GENERAL GRADIENT PROJECTION METHOD OF INTERIOR POINTS FOR LINEAR COUSTRAINED OPTIMIZATION[J];PURE AND APPLIED MATHEMATICS;1999-01
6 CHEN Rong-jun(School of Science,Changzhou Institute of Technology,Changzhou 213002);Teaching of Operation Research in Practice-oriented University[J];Journal of Changzhou Institute of Technology;2009-Z1
7 ZHANG Yan-Xin1,CAO Yi2(1.Department of Information Science,Jiangsu Polytechnic University,ChangZhou 213164,China;2.School of Mathematics and Physics,Jiangsu Teachers University of Technology,Changzhou 213001,China);Projected Lagrange Multiplier Method for Constrained Optimized Problem[J];Journal of Jiangsu Teachers University of Technology;2007-04
8 Fun Zhiping ;Guo Yajun;Pan Dehui;A Multiple Attribute Decission-Making Method with Incomplete-Preference information of Alternatives[J];JOURNAL OF NORTHEASTERN UNIVERSITY;1995-06
9 WANG Wan liang ( Department of Mathematics,Capital Normal University,Beijing 100037, China);A conjugated gradient type algorithm for optimization problem with linear constraints and its convergence[J];Journal of Northeast Normal University (Natural Science Edition);2002-02
10 Zhang Maiying (Glorious Sun School of Business and Managment, Dong Hua University, Shanghai, 200051)Liu Yingyi (Design Institute of Jinan Military Area Command, Jinan, 250022)Yi Maoan (Management Department of Shandong Polytechnic University, Jinan, 250061);Decision Analysis of Long-term Portfolio Investment With l_2-norm Bounded Disturbance[J];Journal of Donghua University,Natural Science;2001-03
China Proceedings of conference Full-text Database 2 Hits
1 Chen Huafu Niu Hai He Guangzhong (Dept. of Applied Math, UEST of Chengdu 610054) (Dept. of Applied Math .Sichuan Union Univ. of Chengdu 610065);A General Gradient Projection Method for General Constrained Optimization Problems[A];[C];1997
2 Shi Zhenjun (Institute of OR,Qufu Normal University Qufu 273165);A Globally Convergent Gradient Projection Method and Its Superlinear Convergence Rate[A];[C];1997
【Co-references】
Chinese Journal Full-text Database 10 Hits
1 Pu Dingguo (Institute of Appl.Math.,Shanghai Tiedao Univ,Shanghai 200333)Tian Weiwen(Dept.of Math.,Shanghai Univ.,Shanghai 210018);A CLASS OF MODIFIED BROYDEN ALGORITHMS WITHOUT EXACT LINE SEARCH[J];APPLIED MATHEMATICS A JOURNAL OF CHINESE UNIVERSITIES;1995-03
2 Du Ding-zhu;Sun Jie Institute of Applied Mathematics, Academia Sinica;A NEW GRADIENT PROJECTION METHOD[J];Mathematica Numerica Sinica;1983-04
3 Shi Zhen-jun;Wang Jia-song Institute of Operations Research, Qufu Normal University Department of Mathematics, Nanjing University;A CONJUGATE PROJECTION VARIABLE METRIC ALGORITHM WITH SUPERLINEAR CONVERGENCE FOR LINEAR CONSTRAINED MINIMIZATION[J];Mathematica Numerica Sinica;1993-03
4 Yuan Ya-xiang Peng Ji-ming (Computing Center, Academic Sinica, China);PROPERTIES OF Ψ-FUNCTION AND ITS APPLICATIONS[J];Mathematica Numerica Sinica;1994-01
5 Chen Lanping Jiao Baocong (Department of Mathematics, Capital Normal University, Beijing, 100037);CONVERGENCE PROPERTIES OF THE PRECONVEX PART OF NON-QUASI-NEWTON'S FAMILY[J];MATHEMATICA NUMERICA SINICA;2000-03
6 Peng Ji-ming; Yuan Ya-xiang(Computing Center, Academia Sinica);ψ_α-FUNCTION AND BROYDEN'S FAMILY[J];MATHEMATICA NUMERICA SINICA;1994-02
7 Liu Guang-hui; Han Ji-ye(Institute of Applied Mathematics, Academia Silica, Beijing);GLOBAL CONVERGENCE OF THE BROYDEN'S FAMILY WITH A CLASS OF INEXACT LINESEARCHES[J];MATHEMATICA NUMERICA SINICA;1996-03
8 Jiao Baocong Xiong Hua(Department of Mathematics, Capital Normal University, Beijing 100037);A Class of Superlinearly Convergent ProjectionNon-Quasi-Newton Algorithms[J];Journal of Capital Normal University;2002-02
9 JIAN JIN-BAO(Department of Mathematics and Information Science, Guangxi University,Nanning 530004)LAI YAN-LIAN(Institute of Applied Mathematics, Academic Silica, Beijing 100080);A CLASS OF SUPERLINEARLY CONVERCENT PROJECTION QUASI-NEWTON ALGORITHMS[J];JOURNAL OF SYSTEMS SCIENCE AND MATHEMATICAL SCIENCES;1996-02
10 Lai Yanlian; Gao Ziyou (Institute of Applied Mathematics, Academia Sinica, Beijing, China, 10080);THE PROJECTION TYPE ALGORITHMS OF NONLINEAR OPTIMIZATION[J];WUHAN UNIVERSITY JOURNAL(NATURAL SCIENCE EDITION);1994-01
【Secondary Citations】
Chinese Journal Full-text Database 1 Hits
1 Du Dingzhu Song Tiantai(Institute of Applied Mathematics, Academia Sinica);Algorithm Models with Polak's Procedure[J];Journal of Mathematical Research and Exposition;1983-03
©2006 Tsinghua Tongfang Knowledge Network Technology Co., Ltd.(Beijing)(TTKN) All rights reserved