摘要
求解线性规划的近似牛顿法卢新明(中国科学院应用数学所)ANAPPROXIMATENEWTONMETHODFORSOLVINGLINEARPROGRAMMING¥LuXin-ming(InstituteofAppliedMathematics,Acad...
Abstract In pervious papers, the author has reduced the Linear programming problem into a simple unconstrained minimization problem and given a conjugate gradient method a BFGS variable metric algorithm and a modified ellipsoid method respectively. This paper gives an approximate Newton's method for solving that minimization problem and proves its global convergence. This method does not need any assumptions, does not generate accumulative errors and converges rapidly. The numerical results are very satisfactory.
出处
《数值计算与计算机应用》
CSCD
北大核心
1994年第2期93-105,共13页
Journal on Numerical Methods and Computer Applications
基金
国家青年自然科学基金