ON THE COMPUTATION OF LINEARLY CONSTRAINED STATIONARY-POINTS

被引：0
|
作者：
UKO, LU
机构：
[1] Mathematics Department, University of Ibadan, Ibadan
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1994年 / 81卷 / 02期
关键词：
PROJECTED GRADIENT METHOD; LAGRANGE MULTIPLIER PROBLEMS OVERDETERMINED CONSTRAINTS; LINEAR CONSTRAINTS; NUMERICAL ANALYSIS;
D O I：
10.1007/BF02191672
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We study a numerical method for the computation of linearly constrained stationary points. The proposed method can be interpreted as a projected gradient method with constant stepsize in which one allows perturbations in the admissible set and controls these perturbations in each iteration. The method is applicable to some classes of overdetermined problems to which the projected gradient method may not be directly applicable. Illustrative numerical examples are given.
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页码：407 / 420
页数：14
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