| 线性约束优化问题的一类变尺度方向的内点算法 |
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| 引用本文： | 刘奋,孙清滢. 线性约束优化问题的一类变尺度方向的内点算法[J]. 中国石油大学学报(自然科学版), 1997, 0(1) |
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| 作者姓名： | 刘奋 孙清滢 |
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| 摘 要： | 基于内点算法思想，利用投影技术，给出了求解线性约束优化问题的一类变尺度方向内点算法．改善了算法的收敛速度．同时，在去掉目标函数的凸性及Ｌｉｐｓｃｈｉｔｚ性假设之下，同样给出了算法的收敛性定理
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| 关 键 词： | 线性约束；优化；非线性规划；收敛性 |
VARIABLE METRIC DIRECTION METHOD OF INTERIOR POINTS FOR LINEAR CONSTRAINED OPTIMIZATION |
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| Liu Fen. VARIABLE METRIC DIRECTION METHOD OF INTERIOR POINTS FOR LINEAR CONSTRAINED OPTIMIZATION[J]. Journal of China University of Petroleum (Edition of Natural Sciences), 1997, 0(1) |
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| Authors: | Liu Fen |
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| Affiliation: | Post code: 257062 |
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| Abstract: | Based on method of interoir points, a variable metric direction method of interoir points for linear constrained optimization is presented. Under the weak conditions, some convergence theorems of the method are given. The convergence rate can be improved. |
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| Keywords: | Linear constraint Optimization Nonlinear programming Convergence. |
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