This paper presents a variant algorithm of Goldfarb’s method for linearlyconstrained optimization problems. In the variant algorithm, we introduce a concept calledconjugate projection, which differs from orthogonal p...This paper presents a variant algorithm of Goldfarb’s method for linearlyconstrained optimization problems. In the variant algorithm, we introduce a concept calledconjugate projection, which differs from orthogonal projection. The variant algorithm hasglobal convergence, superlinear convergence rate.展开更多
文摘This paper presents a variant algorithm of Goldfarb’s method for linearlyconstrained optimization problems. In the variant algorithm, we introduce a concept calledconjugate projection, which differs from orthogonal projection. The variant algorithm hasglobal convergence, superlinear convergence rate.
