一个既约差商算法及其整体收敛性  

A Reduced Difference Coefficient Algorithm andItsGlobal Convergence

作　　者：简金宝[1] 

机构地区：[1]广西大学数学与信息科学系

出　　处：《广西科学》1995年第2期6-9,共4页Guangxi Sciences

基　　金：广西大学青年科学基金

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．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.

关 键 词：约束最优化 既约差商 差商 整体收敛性 一致凸 

分 类 号：O241[理学—计算数学]