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系统科学与数学 1990
A CLASS OF ALGORITHMS USING SUCCESSIVE QUADRATIC PROGRAMMING WITH PERTURBATIONS AND ITS GLOBAL CONVERGENCE
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Abstract:
In this paper,a class of successive quadratic programming algorithms for NP is proposed.Instead of exact linear approximations in subproblems like Han's linear approximations withperturbed items are used.To obtain global convergence,a new function for choosing the step-length is developed.