| A VARIATION OF GOLDFARB'S METHOD FOR LINEARLY CONSTRAINED OPTIMIZATIONPROBLEMS AND ITS SUPERLINEAR CONVERGENCE RATE |
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| 作者姓名： | SHI Zhenjun ZHANG Yuzhong |
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| 作者单位： | SHI Zhenjun ZHANG Yuzhong(Institute Of Operations Research，Qufu Normal University，Qse 273165，China)LI Qun(Shandong Financial College，Jinan 25000，China) |
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| 摘 要： | 1.IntroductionRosen'sgradientprojectionmethodisaveryinterestingtechniqueinoptimization(see1,2]),butitsglobalconvergenceisalong-standingopenproblemintheliterature.Thefirstconvergentversionwasfoundbyp.l.k3].ButPolak'sversionistoocomplicated.Du4]alsofoundasimplerconvergentversionbydeletingPolak'sspecialprocedure.CombiningRosen'smethodwithvariablemetricmethods,Goldfarbsl,MurtaghandSargentl'lobtainedtwoefficientalgorithms.Theconvergenceofsuchalgorithmsisstillanopenproblem.However,severalcon…
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A VARIATION OF GOLDFARB'S METHOD FOR LINEARLY CONSTRAINED OPTIMIZATION PROBLEMS AND ITS SUPERLINEAR CONVERGENCE RATE |
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| SHI Zhenjun ZHANG Yuzhong.A VARIATION OF GOLDFARB'S METHOD FOR LINEARLY CONSTRAINED OPTIMIZATIONPROBLEMS AND ITS SUPERLINEAR CONVERGENCE RATE[J].Journal of Systems Science and Complexity,1998(4). |
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| Authors: | SHI Zhenjun ZHANG Yuzhong |
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| Abstract: | This paper presents a variant algorithm of Goldfarb's method for linearlyconstrained optimization problems. In the variant algorithm, we introduce a concept calledconjugate projection, which differs from orthogonal projection. The variant algorithm hasglobal convergence, superlinear convergence rate. |
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| Keywords: | Conjugate projection superlinear convergence rate global convergence |
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