| 混合约束下广义几何规划的一种全局收敛算法 |
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| 引用本文： | 张可村,王燕军.混合约束下广义几何规划的一种全局收敛算法[J].计算数学,2002,24(1):83-90. |
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| 作者姓名： | 张可村 王燕军 |
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| 作者单位： | 西安交通大学理学院,西安,710049 |
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| 摘 要： | In this paper, we develop a rapidly convergent algorithm for mixed constrained signomial geometric programming. The algorithm makes use of the characteristics of signomial geometric programming, and establishes a new active-set strategy on the basis of trust region method. The global convergence is proved, and some numerical tests are given to illustrate the effectiveness.
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| 关 键 词： | 广义几何规划 有效集策略 信赖域 全局收敛算法 混合约束 |
| 修稿时间： | 2000年3月26日 |
A GLOBAL CONVERGENT ALGORITHM FOR MIXED CONSTRAINED SIGNOMIAL GEOMETRIC PROGRAMMING |
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| Institution: | Zhang Kecun Wang Yanjun (School of Science, Xi'an Jiaotong University, Xi'an, 710049) |
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| Abstract: | In this paper, we develop a rapidly convergent algorithm for mixed constrained signomial geometric programming. The algorithm makes use of the characteristics of signomial geometric programming, and establishes a new active-set strategy on the basis of trust region method. The global convergence is proved, and some numerical tests are given to illustrate the effectiveness. |
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| Keywords: | signomial geometric programming active-set strategy trust region |
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