| 一个结构简单的约束变尺度算法 |
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| 引用本文： | 曾庆光.一个结构简单的约束变尺度算法[J].应用数学与计算数学学报,1995,9(1):89-96. |
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| 作者姓名： | 曾庆光 |
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| 作者单位： | 湘潭矿业学院基础科学部 湖南湘潭，411201 |
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| 摘 要： | 本文我们考虑具有线性约束凹函数的最优化问题，利用我们的算法和变尺度修正公式，提出了一个结构简单的组合算法，并在「２」，「３」和「４」同样的假设条件下，证明了该算法的收敛性和超线性收敛速度，从而使该算法比原有各算法更具实用性。
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| 关 键 词： | 线性约束优化 收敛性 最优化 变尺度算法 |
A Variable Metric Algorithm with Simple Structure to Constrained Optimization Problems |
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| Zeng Qingguang.A Variable Metric Algorithm with Simple Structure to Constrained Optimization Problems[J].Communication on Applied Mathematics and Computation,1995,9(1):89-96. |
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| Authors: | Zeng Qingguang |
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| Abstract: | In this paper we consider the problem of maximizing a concave function subject to linearconstraints. An algorithm with simple structure, which is a combination of our method 1] and DFPupdating formula, is proposed, and its conuergence and super linear convergent rate is proved underthe same assumptions of2], S] and 4]. We think tnat this algorithm is more practical than thealgorithm presented in 2],3] and 4]. |
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| Keywords: | linear constraints vaiable metric formula optimization problem algorithm super-linear convergent rate |
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