解凸规划的投影算法与收敛性分析

来源期刊：中南大学学报(自然科学版)1995年第5期

论文作者：张鸿雁

文章页码：698 - 702

关键词：凸规划; 投影; 收敛

Key words：convex programming; projection; convergence

摘    要：建立了一个求解HilBerT空间中约束凸规划的投影算法,并在目标函数与约束函数均是连续FreCHeT可微的条件下,利用投影性质证明了算法的下降性和收敛性。

Abstract: In this paper, a projection methd is given for nonlinear constrained convex program-ming in Hilbert space. The descendence and convergence of the method are proved by usingthe properties of projection , when the functions in programming are Frechet differentiable.