| NEWTON METHOD FOR SOLVING A CLASS OF SMOOTH CONVEX PROGRAMMING |
| |
| 作者姓名： | 姚奕荣 张连生 韩伯顺 DAI Shi-qiang |
| |
| 作者单位： | Department of Mathematics，Shanghai University，Shanghai 200444，P.R.China，Department of Mathematics，Shanghai University，Shanghai 200444，P.R.China，Department of Mathematics，Shanghai University，Shanghai 200444，P.R.China |
| |
| 基金项目： | Project supported by the National Natural Science Foundation of China （No. 10271073） |
| |
| 摘 要： | 1ConvexProgrammingandExactPenaltyFunction Weconsiderthefollowingconvexprogramming:(P)minf(x)s.t.x∈S={x∈Rn:gi(x)≤0,i=1,…,m}.SupposethatSisacompactset.ThusthereexistsalargeboundedboxX,suchthatS={x∈Rn:gi(x)≤0,i=1,…,m}intX.Assumethatf(x),gi(x),i=1,…,m
|
| 关 键 词： | 光滑凸规划 牛顿定律 KKT乘法器 凸函数 |
| 文章编号： | 0253-4827（2005）11-1491-08 |
| 收稿时间： | 2004-02-01 |
| 修稿时间： | 2005-07-12 |
Newton method for solving a class of smooth convex programming |
| |
| Yi-rong Yao,Lian-sheng Zhang,Bo-shun Han.NEWTON METHOD FOR SOLVING A CLASS OF SMOOTH CONVEX PROGRAMMING[J].Applied Mathematics and Mechanics(English Edition),2005,26(11):1491-1498. |
| |
| Authors: | Yi-rong Yao Lian-sheng Zhang Bo-shun Han |
| |
| Institution: | Department of Mathematics, Shanghai University,Shanghai 200444, P.R.China |
| |
| Abstract: | An algorithm for solving a class of smooth convex programming is given. Using smooth exact multiplier penalty function,a smooth convex programming is minimized to a minimizing strongly convex function on the compact set was reduced. Then the strongly convex function with a Newton method on the given compact set was minimized. |
| |
| Keywords: | convex programming Newton method KKT multiplier |
| 本文献已被 CNKI 维普 万方数据 SpringerLink 等数据库收录！ |
| 点击此处可从《应用数学和力学(英文版)》浏览原始摘要信息 |
| 点击此处可从《应用数学和力学(英文版)》下载免费的PDF全文 |
