本文使用信赖域策略结合投影梯度算法来解约束优化问题,并给出算法及其收敛性。
This paper is to study the convergence properties of the gradient projection method with trust region strategy for constrained optimization.
线性搜索方法和信赖域方法是保证最优化问题的整体收敛性的两种基本策略。
Both line search and trust region algorithm are well-accepted methods in the optimization to assure global convergence.
应用推荐