NEWTON METHOD FOR SOLVING A CLASS OF SMOOTH CONVEX PROGRAMMING

被引:0
|
作者
姚奕荣
张连生
韩伯顺
机构
[1] Department of Mathematics
[2] Shanghai 200444
[3] Shanghai University
[4] P.R.China
关键词
convex programming; Newton method; KKT multiplier;
D O I
暂无
中图分类号
O221.2 [非线性规划];
学科分类号
070105 ; 1201 ;
摘要
An algorithm for solving a class of smooth convex programming is given. Using smooth exact multiplier penalty function,a smooth convex programming is minimized to a minimizing strongly convex function on the compact set was reduced. Then the strongly convex function with a Newton method on the given compact set was minimized.
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页码:105 / 112
页数:8
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