一类凸规划问题的几何算法A Geometric Method for a Class of Convex Programs
陈小燕;张圣贵;
摘要(Abstract):
利用点到线性流形的距离的几何特征,提出了求解目标函数的Hesse矩阵正定并带有线性等式约束的最优化问题的几何算法.与牛顿法相比,该算法避免了Hesse矩阵求逆与矩阵乘积等运算.
关键词(KeyWords): 凸规划;线性流形;距离
基金项目(Foundation): 国家自然科学基金资助项目(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)
作者(Authors): 陈小燕;张圣贵;
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