摘要
本文我们考虑具有线性约束凹函数的最优化问题。利用我们的算法和变尺度修正公式,提出了一个结构简单的组合算法。并在[2],[3]和[4]同样的假设条件下,证明了该算法的收敛性和超线性收敛速度,从而使该算法比原有各算法更具实用性。
In this paper we consider the problem of maximizing a concave function subject to linearconstraints. An algorithm with simple structure, which is a combination of our method [1] and DFPupdating formula, is proposed, and its conuergence and super linear convergent rate is proved underthe same assumptions of[2], [S] and [4]. We think tnat this algorithm is more practical than thealgorithm presented in [2],[3] and [4].
出处
《应用数学与计算数学学报》
1995年第1期89-96,共8页
Communication on Applied Mathematics and Computation
关键词
线性约束优化
收敛性
最优化
变尺度算法
linear constraints, vaiable metric formula, optimization problem, algorithm,super-linear convergent rate.
