一般约束条件下的变尺度法

Variable Metric Method under General Constraint Condition

从应用角度出发,首先,将约束变尺度法改进为一般约束条件,通过适当选择差商形式和对一维不精确线性搜索方法的修正,扩大了该方法的适用范围。然后,给出了该方法完整的算法框图,并讨论了算法分析和进一步的改进方法。最后,通过实例验证了方法改进后的实用性和高效性。

From the application viewpoint, the constrained variable metric method can be improved to be a method with general constraint condition. Through the suitable selection of difference quotient and correction of the one - dimension inaccuracy linear searching, scope of the improved method is extended. Then a whole algorithm of this method is provided and an improvement is discussed. Practical examples prove the improved method is of practicality and effectiveness.