| 线性约束严凸可分规划的对偶梯度法 |
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| 引用本文： | 朱建青. 线性约束严凸可分规划的对偶梯度法[J]. 测绘学院学报, 1993, 0(4) |
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| 作者姓名： | 朱建青 |
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| 摘 要： | 在[1]及[2]中考虑了原目标函数是强凸的情形,本文考虑更一般的情形,即原目标函数是严凸的,给出了其求解的对偶梯度法;对偶问题可分解成n个一维问题,而一维问题的解可直接得到,从而得到原问题的解,并证明了算法的收敛性。
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| 关 键 词： | 对偶梯度法 线性约束问题 强凸问题 严凸问题 可分问题 |
Dual Gradient Method for Linearly Constrained Strictly Convex Separable Mathematical Programming Problems |
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| Zhu Jianqing. Dual Gradient Method for Linearly Constrained Strictly Convex Separable Mathematical Programming Problems[J]. Journal of Institute of Surveying and Mapping, 1993, 0(4) |
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| Authors: | Zhu Jianqing |
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| Affiliation: | Zhu Jianqing |
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| Abstract: | The primal objective function is strongly convex in [1] and [2].In this paper, a new dual gradient method is given to solve linearly constrained, strictly convex, separable mathematical programming problems. The dual problem can be decomposed into one-dimensional problems whose solutions can be computed extremely easily.The primal optimal solution can be obtained from the dual optimal solution in a straight forword way. Convergence proofes is given. |
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| Keywords: | Duality gradient method Linearly constrained problem Strongly convex problem Strictly convex problem Separable problem |
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