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分解算法及其收敛性质
引用本文:朱建青,吴炳荣.分解算法及其收敛性质[J].测绘学院学报,1995(4).
作者姓名:朱建青  吴炳荣
摘    要:本文给出了求解线性等式及不等式约束的非线性规划的一个新算法,并运用矩阵分解,给出了求逆的递推公式。该算法计算简单,证明了算法的收敛性及具有超线性收敛性质。

关 键 词:算法,矩阵分解,收敛性,超线性收敛

The Global Couvergence and Superlinearly Convergent Rate of a Decompose Algorithm for Nonlinear Programming
Zhu Jianqing,Wu Bingrong.The Global Couvergence and Superlinearly Convergent Rate of a Decompose Algorithm for Nonlinear Programming[J].Journal of Institute of Surveying and Mapping,1995(4).
Authors:Zhu Jianqing  Wu Bingrong
Institution:Zhu Jianqing;Wu Bingrong
Abstract:In this paper, an algorithm for nonlinear programming with linear equatity and inequatity constraints is given. Appling technique of matrix decomposition.the algorithm not only compute easily. but also provids a recursive formula of computing inverse matrix. The global convergence and superlinear convergent rate of the algorithm are proved.
Keywords:Algorithm  Matrix decomposition  Convergence  Superlinearly convergent rate
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