Wolfe既约梯度法及其在权优化中的应用

THE OPTIMUM DESIGN OF OBSERVATION WEIGHT AND ITS STUDY

Now many researchers are studying on the followimg two directions on the optimum de- Slgn of observation weight under multi-constraints:one is normalized matrix,another is to look for the dnect solving processes of mathematics model built in the standard of pure decision Recently,though many methods have been found in those two directions,most of them are haevy and complicated and need many preparations,In the research on optimum programming,the auther discovered that Wolfe's rreducible gradient method can solve the optimum programming of observation Weight under multi- constraints well,and this method has advantages of less preparations and so on.This paper introduces Woife's irreducible gradient method first,then describes how it be applied to the optimum program- ming of observation weight under multi-constraints.