首页 | 本学科首页   官方微博 | 高级检索  
     检索      

A SUPERLINEARLY CONVERGENT METHOD TO LINEARLY CONSTRAINED OPTIMIZATION PROBLEMS UNDER DEGENERACY
作者姓名:桂湘云  堵丁柱
作者单位:Institute of Applied Mathematics,Academia Sinica,Institute of Applied Mathematics,Academia Sinica
摘    要:Most papers concerning nonlinear programming problems with linear constraints assume linearindependence of the gradients of the active constraints at any feasible point.In this paper we removethis assumption and give an algorithm and prove its convergency.Also,under appropriate assump-tions on the objective function,including one which could be viewed as an extension of the strictcomplementary slackness condition at the optimal solution,we prove the rate of convergence of thealgorithm to be superlinear.

本文献已被 CNKI 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号