摘要
This paper presents a variant algorithm of Goldfarb’s method for linearlyconstrained optimization problems. In the variant algorithm, we introduce a concept calledconjugate projection, which differs from orthogonal projection. The variant algorithm hasglobal convergence, superlinear convergence rate.
This paper presents a variant algorithm of Goldfarb's method for linearlyconstrained optimization problems. In the variant algorithm, we introduce a concept calledconjugate projection, which differs from orthogonal projection. The variant algorithm hasglobal convergence, superlinear convergence rate.
