福建师范大学学报(自然科学版)2012,Vol.28Issue(2):7-10,4.
一类凸规划问题的几何算法
A Geometric Method for a Class of Convex Programs
摘要
Abstract
An algorithm for programs with positive definite Hesse matrix of the cost function and constraints of linear equations is presented by means of the geometric character-ization of the distance from a point to a linear manifold. Compared with the Newton's algo-rithm, the algorithm here avoids computation of the inverse of the Hesse matrix of the cost function and multiplication of matrices.关键词
凸规划/线性流形/距离Key words
convex programming/ linear manifold/ distance分类
数理科学引用本文复制引用
陈小燕,张圣贵..一类凸规划问题的几何算法[J].福建师范大学学报(自然科学版),2012,28(2):7-10,4.基金项目
国家自然科学基金资助项目(11071041) (11071041)
福建师范大学网络安全与密码技术福建省高校重点实验室2009年度开放课题(09A004) (09A004)