摘要
其中f（x）∈C1且f（x）为凸函数,A∈IRm×n,x∈IRn,b∈IRm.（1）的一般形式可用可行方向法（Topkis-Veinott情形）得到一个Fritz-John点.但当f（x）或△f（x）太复杂以致难以计算时,此方法就不适当.
In this paper we give a method for solving special nonlinear programming by designing an inexact line search and combining the feasible direction method of Topkis-Veinott case and approximation theory in mathematical programming. In particular, our algorithm is suitable for solving stochastic programming with a complete recourse matrix. Moreover, a practical design is presented and numerical resits are provided.
出处
《计算数学》
CSCD
北大核心
1994年第1期80-92,共13页
Mathematica Numerica Sinica
