摘要
本文基于Lagrange函数给出求解等式约束优化问题的一种新的迭代方法。证明了这种方法是q-超线性收敛的和大范围收敛的,并给出了与Newton法的数值比较。
In this paper, a new iterative method for solving equality constrained optimization problem is presented based on the Lagrange function. The method is shown to be q-superlinear convergent and global convergent, and the numerical comparison with Newton method is given.
关键词
优化问题
等式
约束
分解修正法
Lagrange function, decomposition and update, triangular matrix, Newton method, nonlinear equations
