【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.更多还原

【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.更多还原