A VARIATION OF GOLDFARB'S METHOD FOR LINEARLY CONSTRAINED OPTIMIZATION PROBLEMS AND ITS SUPERLINEAR CONVERGENCE RATE

SHI Zhenjun;ZHANG Yuzhong;LI Qun

系统科学与复杂性(英文) ›› 1998, Vol. 11 ›› Issue (4) : 351-358.

PDF(393 KB)
PDF(393 KB)
系统科学与复杂性(英文) ›› 1998, Vol. 11 ›› Issue (4) : 351-358.
论文

A VARIATION OF GOLDFARB'S METHOD FOR LINEARLY CONSTRAINED OPTIMIZATION PROBLEMS AND ITS SUPERLINEAR CONVERGENCE RATE

    SHI Zhenjun(1);ZHANG Yuzhong(1);LI Qun(2)
作者信息 +

A VARIATION OF GOLDFARB'S METHOD FOR LINEARLY CONSTRAINED OPTIMIZATION PROBLEMS AND ITS SUPERLINEAR CONVERGENCE RATE

    SHI Zhenjun(1);ZHANG Yuzhong(1);LI Qun(2)
Author information +
文章历史 +

摘要

This paper presents a variant algorithm of Goldfarb's method for linearly constrained optimization problems. In the variant algorithm, we introduce a concept called conjugate projection, which differs from orthogonal projection. The variant algorithm has global convergence, superlinear convergence rate.

Abstract

This paper presents a variant algorithm of Goldfarb's method for linearly constrained optimization problems. In the variant algorithm, we introduce a concept called conjugate projection, which differs from orthogonal projection. The variant algorithm has global convergence, superlinear convergence rate.

关键词

Conjugate projection / superlinear conver

Key words

Conjugate projection / superlinear convergence rate / global convergence

引用本文

导出引用
SHI Zhenjun , ZHANG Yuzhong , LI Qun. A VARIATION OF GOLDFARB'S METHOD FOR LINEARLY CONSTRAINED OPTIMIZATION PROBLEMS AND ITS SUPERLINEAR CONVERGENCE RATE. 系统科学与复杂性(英文), 1998, 11(4): 351-358
SHI Zhenjun , ZHANG Yuzhong , LI Qun. A VARIATION OF GOLDFARB'S METHOD FOR LINEARLY CONSTRAINED OPTIMIZATION PROBLEMS AND ITS SUPERLINEAR CONVERGENCE RATE. Journal of Systems Science and Complexity, 1998, 11(4): 351-358
PDF(393 KB)

77

Accesses

0

Citation

Detail

段落导航
相关文章

/