变量带简单界约束的凸规划一个域分解算法  

A REGION DECOMPOSITION METHOD FOR CONVEX NONLINEAR PROGRAMMING WITH BOX CONSTRAINTS

作　　者：刘小冬[1] 彭国华[1] 

机构地区：[1]西北工业大学应用数学系,西安710072

出　　处：《数值计算与计算机应用》2004年第2期128-132,共5页Journal on Numerical Methods and Computer Applications

基　　金：国家自然科学基金(2000CG0103);航空科学基金(01J53079)

摘　　要：In this paper, we present a decomposition method to solve minimization problem of convex function with box constraints. In the method, the feasible regionis decomposed into a series of simplice and iterating the optimal solutions in thesimplex to the optimal solution of the original problem. In addition, we also carryout some numerical experiments and obtain fairly good numerical results.In this paper, we present a decomposition method to solve minimization prob- lem of convex function with box constraints. In the method, the feasible region is decomposed into a series of simplice and iterating the optimal solutions in the simplex to the optimal solution of the original problem. In addition, we also carry out some numerical experiments and obtain fairly good numerical results.

关 键 词：凸规划 非线性规划 向量 简单界 约束最优化 

分 类 号：O221[理学—运筹学与控制论]