摘要
给出了从k(<n)个共轭方向构造共轭正交方向的方法;讨论了用共轭正交方向替换共轭方向对搜索方向组的影响;提出了k个方向正交程度的判定方法.并对Brent方法作了相应的改进.
A method is given for construction of conjugate and orthogonal directions using k( < n) conjugate directions. The effect of the substitution of conjugate and orthogonal directions for conjugate directions on search direction system is discussed. Besides a decision method for degree of orthogonal of k directions is proposed, and Brent method is improved as well.
出处
《北京工业大学学报》
CAS
CSCD
1997年第2期42-49,共8页
Journal of Beijing University of Technology
基金
国家自然科学基金
北京市自然科学基金资助项目
关键词
共轭方向
共轭程度
正交程度
Brent法
线性规划
conjugate direction, search direction system, degree of conjugate, degree of orthogonal
