摘要
本文对Frank-Wolef方法进行了改进,从而得到了一个新的算法。并且讨论了算法的收敛性及在凸规划情形具有的良好收敛性质。
In this paper, we improve the Frank-Wolef method and present a new algorithm. Then, we discuss the convergence of the algorithm and it shows that the algorithm has good convergence properties in the case of convex programming
出处
《山东矿业学院学报》
CAS
1990年第2期183-187,共5页
Journal of Shandong University of Science and Technology(Natural Science)
关键词
线性规划
非线性规划
收敛性
凸规划
Linear Programming
Non-linear Programming
Convergence
convex programming