摘要
从应用角度出发,首先,将约束变尺度法改进为一般约束条件,通过适当选择差商形式和对一维不精确线性搜索方法的修正,扩大了该方法的适用范围。然后,给出了该方法完整的算法框图,并讨论了算法分析和进一步的改进方法。最后,通过实例验证了方法改进后的实用性和高效性。
From the application viewpoint, the constrained variable metric method can be improved to be a method with general constraint condition. Through the suitable selection of difference quotient and correction of the one - dimension inaccuracy linear searching, scope of the improved method is extended. Then a whole algorithm of this method is provided and an improvement is discussed. Practical examples prove the improved method is of practicality and effectiveness.
出处
《武汉理工大学学报(信息与管理工程版)》
CAS
2007年第6期73-76,共4页
Journal of Wuhan University of Technology:Information & Management Engineering
基金
湖北省教育厅重点科研资助项目(B200670001)
关键词
约束变尺度法
一般约束
差商
二次规划
constrained variable metric method
general constraint
difference quotient
quadratic programming