具有线性等式约束非线性规划问题的一种新算法

Algorithm for the Nonliiear Programming with Lineare Equality Constraints

在童东付所提出的降维算法的基础上,加入了精确的一维搜索(牛顿法),对具有线性等式约束的非线性规划提出了一个新算法.数值实验表明,将一维搜索引入降维算法是非常有效的.

On the base of the algorithm that is gained by TongDongFu in his master degree paper in 1999 , the autrors add accurate one dimension search method （ Newton method） into it and gained a new algorithm for the nonlinear programmign with linear equality constraints. Some examples are given to testify the availability of this algorithm.