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中文摘要：
为了寻找求解大规模无约束非线性优化问题的一种有效方法,提出了一种等式约束下新的共轭梯度算法,该算法利用广义消去法将约束优化问题转化为无约束优化问题.并证明了该算法具有全局收敛性,同时还证明了该算法在强wolfe线搜索下具有充分下降性.
英文摘要：
To search for an effective method to solve largescale unconstrained nonlinear optimization problems.In this paper,we put forward a new conjugate gradient algorithm under the equality constraints.This algorithm transforms constrained problems into unconstrained problems by generalized elimination method.We have proved that the algorithm has global convergence.At the same time,we have also proved that the algorithm has sufficient descent property in strong wolfe line search.
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