摘要
本文对具有线性约束的非线性规划问题给出一个Goldfarb方法的改进算法,并且在与[1]同样的条件下,给出了算法之超线性收敛性证明.
In this paper is considered the nonlinear programming problem subject to linear constraints. A new algorithm, variation of Goldfarb' s method is provided. And superlinearly convergence rate of the algorithm is proved under the same assumptions as in [1].
出处
《应用数学》
CSCD
北大核心
1992年第4期43-49,共7页
Mathematica Applicata