| 摘要: |
| 利用差商代替难以计算的精确导数,结合既约梯度法的思想建立新的算法;在目标函数一致凸的条件下证明了既约差商法的整体收敛性. |
| 关键词: 约束最优化 既约差商 差商 整体收敛性 一致凸 |
| DOI： |
| 投稿时间：1994-04-08修订日期：1994-08-03 |
| 基金项目:广西大学青年科学基金 |
|
| A Reduced Difference Coefficient Algorithm and Its Global Convergence |
|
Jian Jinbao
|
| (Dept. of Math. and Information Science, Guangxi University, 10 Xixiangtang Road, Nanning, 530004) |
| Abstract: |
| The difference coefficient was used to replace the exact derivative which is difficult to be computed, and a new algorithm was presented by using the idea of reduced gradient method. The reduced difference coefficient algorithm was shown to possess global convergence if the objective function is uniformly convex. |
| Key words: constrained optimization reduced difference coefficient difference coefficient global convergence uniformly convex |
