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计算数学  1993 

A CONJUGATE PROJECTION VARIABLE METRIC ALGORITHM WITH SUPERLINEAR CONVERGENCE FOR LINEAR CONSTRAINED MINIMIZATION
线性约束下的共轭投影变尺度法及其超线性收敛性

Keywords: 非线性规划,共轭投影,变尺度法

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Abstract:

In this paper, a conjugate projection concept is introduced and a relatedconjugate projection variable metric algorithm for linear constrained minimizationis proposed. Moreover, the superlinear convergence of the algorithm is consideredand some numerical results are analzsed.

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