摘要
Levenb erg-M arquardt method was first suggested by Levenberg and Marquardt in the context of nonlinear least sqares. This paper will develop a Levenberg-Marquardt method for semidefinite programming, which is global collvergence and easy to implement. Some promising numerical results are also contained.
Levenb erg-M arquardt method was first suggested by Levenberg and Marquardt in the context of nonlinear least sqares. This paper will develop a Levenberg-Marquardt method for semidefinite programming, which is global collvergence and easy to implement. Some promising numerical results are also contained.
出处
《数值计算与计算机应用》
CSCD
北大核心
1998年第2期99-106,共8页
Journal on Numerical Methods and Computer Applications
基金
国家自然科学基金
