摘要
将梯度投影算法与变尺度算法恰当结合，应用于求解几何规划，构造出求解正定式几何规划的一种新算法，该法不需要计算与跟踪主动约束集，保证了算法的稳定性；由于搜索方向含有目标函数的二阶信息，提高了算法的收敛速度。
Abstract Integrate the gradient projection algorithm and the variable metric algorithm to solve the geometric program, and construct a algorithm for positive type geometric program. This algorithm neednt compute or truck constrained set. So it can prove the stability. With the two degrees information of the object function in search direction, the algorithm improved the convergence.
出处
《工程数学学报》
EI
CSCD
北大核心
1999年第1期53-58,共6页
Chinese Journal of Engineering Mathematics
