非线性规划弱增广 Lagrange 函数变度量法

The variable metric method for the weakly generalized Lagrange function of nonlinear programming

对一般的非线性规划问题给出了弱增广的Ｌａｇｒａｎｇｅ函数，利用变度量法求得下降方向，从而将原问题转化为一维极小化问题，再通过一维搜索求得问题的解，并证明了此方法的收敛性．

A variable metric method for the generalized Lagrange Function of nonlinear and the declining direction is obtained by using variable metric method so that the original problem is converted into one dimensional minimization one. The solution to the problem is then obtained by means of one dimensional searching. The convergence of this method is also proved.