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一个超线性收敛的广义投影序列方程组算法
引用本文:张可村,简金宝.一个超线性收敛的广义投影序列方程组算法[J].广西大学学报(自然科学版),1999,24(1):9-14.
作者姓名:张可村  简金宝
作者单位:1. 西安交通大学理学院,西安,740049
2. 广西大学理学院,南宁,530004
基金项目:国家自然科学基金,广西自然科学基金
摘    要:讨论了非线性不等线约束最优化问题,在较温和条件下,采用广义和投影和序列线性方程相结合的技术,建立一个新的可行下降算法,证明了算法的全局收敛性和超线性收敛性。该算法每交迭代只需解2个线性方程组。

关 键 词:约束最优化  广义投影  序列线性方程组  超线性收敛

A Generalized Projection and Sequential Systems of Linear Equations Algorithm with Superlinear Convergence
Zhang Kecun,Jian Jinbao.A Generalized Projection and Sequential Systems of Linear Equations Algorithm with Superlinear Convergence[J].Journal of Guangxi University(Natural Science Edition),1999,24(1):9-14.
Authors:Zhang Kecun  Jian Jinbao
Abstract:The nonlinear inequality constrained optimization problems are discussed.Under mild conditions,a new feasible descent algorithm is presented and its global and superlinear convergence are proved by using the technique of combining generalized projection method with sequential systems of linear equations.Only two systems of linear equations need to be solved at each iteration.
Keywords:constrained optimization  generalized projection  sequential systems of linear equations  superlinear convergence  
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