| 广义几何规划一个超线性与二次收敛算法 |
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| 引用本文： | 简金宝,李乃成. 广义几何规划一个超线性与二次收敛算法[J]. 西安交通大学学报, 1999, 33(10): 95-99 |
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| 作者姓名： | 简金宝 李乃成 |
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| 作者单位： | 西安交通大学,710049,西安 |
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| 基金项目： | 国家自然科学基金，广西自然科学基金 |
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| 摘 要： | 建立带等式与不等式约束的广义几何规划一个新的快速收敛算法，算法的搜索方向由一个二次规划和一个线性方程组的解产生，效益函数为广义精确罚函数．在适当的条件下证明了算法的全局收敛性、超线性收敛性与二次收敛率．
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| 关 键 词： | 广义几何规划 SQP方法 序列线性方程组 收敛率 |
| 修稿时间： | 1998-09-23 |
Superlinear and Quadratic Convergent Algorithm for Generalized Geometric Programming |
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| Jian Jinbao,Li Naicheng. Superlinear and Quadratic Convergent Algorithm for Generalized Geometric Programming[J]. Journal of Xi'an Jiaotong University, 1999, 33(10): 95-99 |
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| Authors: | Jian Jinbao Li Naicheng |
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| Abstract: | A rapidly convergent algorithm is developed for the equality and inequality constrained generalized geometric programming. Its search directions are determined by the solutions of a quadratic programming and a linear equation. The effect function is a generalized exact penalty function. The global superlinear convergence and quadratic convergence rate of the algorithm can be proved under appropriate conditions. |
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| Keywords: | generalized geometric programming SQP method successive linear equations rate of convergence |
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