| 一类凸规划问题的几何算法 |
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| 引用本文： | 陈小燕,张圣贵.一类凸规划问题的几何算法[J].福建师范大学学报(自然科学版),2012,28(2):7-10. |
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| 作者姓名： | 陈小燕 张圣贵 |
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| 作者单位： | 福建师范大学数学与计算机科学学院,福建福州,350007 |
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| 基金项目： | 国家自然科学基金资助项目(11071041);福建师范大学网络安全与密码技术福建省高校重点实验室2009年度开放课题(09A004) |
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| 摘 要： | 利用点到线性流形的距离的几何特征,提出了求解目标函数的Hesse矩阵正定并带有线性等式约束的最优化问题的几何算法.与牛顿法相比,该算法避免了Hesse矩阵求逆与矩阵乘积等运算.
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| 关 键 词： | 凸规划 线性流形 距离 |
A Geometric Method for a Class of Convex Programs |
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| CHEN Xiao-yan
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ZHANG Sheng-gui.A Geometric Method for a Class of Convex Programs[J].Journal of Fujian Teachers University(Natural Science),2012,28(2):7-10. |
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| Authors: | CHEN Xiao-yan ZHANG Sheng-gui |
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| Institution: | (School of Mathematics and Computer Science,Fujian Normal University,Fuzhou 350007,China) |
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| Abstract: | An algorithm for programs with positive definite Hesse matrix of the cost function and constraints of linear equations is presented by means of the geometric characterization of the distance from a point to a linear manifold.Compared with the Newton’s algorithm,the algorithm here avoids computation of the inverse of the Hesse matrix of the cost function and multiplication of matrices. |
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| Keywords: | convex programming linear manifold distance |
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