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Rosen-projection-method

于 2012-04-09 发布文件大小:4KB

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Rosen梯度投影法解约束优化问题minf（x）；Ax>b 的算法，其中约束条件为线性约束，A为约束系数矩阵，b为约束向量。基本思路是从可行点出发，沿着目标函数减小的方向搜索求出新的可行点，如此迭代下去。(Algorithm of gradient Rosen projection method for solving constrained optimization problems)

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