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等式约束非线性规划的一种线性代数方程组解法
A NEW METHOD FOR EQUALITY CONSTRAINED NON-LINEAR PROGRAMMING THAT USES LINEAR EQUATIONS
【摘要】 本文提出了一种求解等式约束非线性规划的新方法──线性代数方程组求解方法。我们证明了该算法具有全局收敛性和局部二阶收敛性。
【Abstract】 In this paper,a linear equations method for solving equality constainednonlinear programming is proposed and studied.In order to avoid the Maratoseffect,a systenm of linear equations is solved.We prove that the algorithm Pros-sesses global and local quadratic convergence properties.
- 【文献出处】 数学杂志 ,JOURNAL OF MATHEMATICS , 编辑部邮箱 ,1994年01期
- 【分类号】O221.2
- 【下载频次】78