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系统科学与数学 1991
A DIRECT ALGORITHM WITH n-STEP QUADRATIC CONVERGENCE
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Abstract:
A modifiel PY method is proposed.Its main character is that the rotation transformationand Gram-Schmidt orthogonalizing process are used to rectify the set of search directions.Hence,the algorithm remains not only the quadratic termination,but also the n-step quardra-tic convergence for the objective function which is uniform convex.