无约束广义几何规划的一种最新算法  

A NEW ALGORITHM FOR SIGNOMIAL GEOMETRIC PROGRAMMING WITHOUT CONSTRAINTS

作　　者：张可村[1] 王燕军[1] 

机构地区：[1]西安交通大学,科学计算与应用软件系,西安710049

出　　处：《高等学校计算数学学报》2001年第4期318-323,共6页Numerical Mathematics A Journal of Chinese Universities

摘　　要：In this paper, on the basis of making full use of the characteristics of signomial geometric programming without constraints, we establish a new algorithm in the light of the thought of trust region algorithm, and under the weaker condition, we prove that the algorithm possesses global and local quadratic convergence properties. Some numerical examples are given to demonstrate the feasibility of this algorithm.In this paper, on the basis of making full use of the characteristics of signomial geometric programming without constraints, we establish a new algorithm in the light of the thought of trust region algorithm, and under the weaker condition, we prove that the algorithm possesses global and local quadratic convergence properties. Some numerical examples are given to demonstrate the feasibility of this algorithm.

关 键 词：几何规划 无约束 数值求解 目标函数 Hessian阵 算法 

分 类 号：O221.2[理学—运筹学与控制论]