A POTENTIAL REDUCTION ALGORITHM FOR LINEARLY CONSTRAINED CONVEX PROGRAMMING

(整期优先)网络出版时间:2001-04-14
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Apotentialreductionalgorithmisproposedforoptimizationofaconvexfunctionsubjecttolinearconstraints.Ateachstepofthealgorithm,asystemoflinearequationsissolvedtogetasearchdirectionandtheArmijo'sruleisusedtodetermineastepsize.Itisprovedthatthealgorithmisgloballyconvergent.Computationalresultsarereported.