欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
为求解线性二阶锥规划，介绍了一种修正FR共轭梯度法。给出线性二阶锥规划问题的KKT条件，利用F-B光滑函数将互补性条件光滑化，将KKT条件转化成一个与之等价的光滑非线性方程组，给出一个价值函数，将光滑非线性方程组转化为无约束优化问题，利用共轭梯度法求解无约束优化问题，得到原问题的最优解。证明该算法的全局收敛性。
英文摘要：
A modified FR conjugate gradient method is presented for solving linear second-order cone programming. Firstly, the Kar ush-Kuhn-Tucker（KKT） optimality condition of linear second-order cone programming is given. The complementarity in the KKT optimality condition can be smoothed by the F-B smoothing function. The KKT optimality condition can be transformed into a equivalent smoothing nonlinear equation. It was transformed into an unconstrained optimization problem by a value function. The unconstrained optimization problem can be solved by conjugate gradient method, then the optimal solution of primal problem can be got. Finally, the analysis of the global convergence properties of the algorithm is proved.
同期刊论文项目
同项目期刊论文
A numerical method to determine mode content in circular waveguide based on an integral identity equ
An SQP Algorithm with Equality Constrained Subproblems for Nonlinear Inequality Constrained Optimiza
A feasible directions method on combining feasibility with descent for nonlinear constrained optimiz
The influence of divergence angle on the deposition of neutral chromium atoms using a laser standing
A Variable Metric Algorithm with Broyden Rank One Modifications for Nonlinear Equality Constraints O
A Mixed Line Search Smoothing Quasi-Newton Method for Solving Linear Second-Order Cone Programming P
A general projection gradient method for linear constrained optimization with superlinear convergenc
A Superlinearly Convergent SQP Algorithm for Mathematical Programs
with Linear Complementarity Const
A globally and superlinearly convergent smoothing Broyden-like method for solving nonlinear compleme
An interior point type QP-free algorithm with superlinear convergence for inequality constrained opt
A superlinearly convergent SSLE algorithm for optimization problems with linear complementarity cons
A Sequential Equality Constrained Quadratic Programming Algorithm
for Inequality Constrained Optimiz
A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity const
期刊信息
位置：