Linear systems associated with numerical methods for constrained opitmization
文献类型:期刊论文
作者 | Yuan, Y |
刊名 | JOURNAL OF COMPUTATIONAL MATHEMATICS
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出版日期 | 2003 |
卷号 | 21期号:1页码:71-84 |
关键词 | constrained optimization linear equations Lagrange-Newton method trust region line search |
ISSN号 | 0254-9409 |
英文摘要 | Linear systems associated with numerical methods for constrained optimization are discussed in this paper. It is shown that the corresponding subproblems arise in most well-known methods, no matter line search methods or trust region methods for constrained optimization can be expressed as similar systems of linear equations. All these linear systems can be viewed as some kinds of approximation to the linear system derived by the Lagrange-Newton method. Some properties of these linear systems are analyzed. |
语种 | 英语 |
WOS记录号 | WOS:000181446900009 |
出版者 | VSP BV |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18776] ![]() |
专题 | 中国科学院数学与系统科学研究院 |
作者单位 | Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | Yuan, Y. Linear systems associated with numerical methods for constrained opitmization[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2003,21(1):71-84. |
APA | Yuan, Y.(2003).Linear systems associated with numerical methods for constrained opitmization.JOURNAL OF COMPUTATIONAL MATHEMATICS,21(1),71-84. |
MLA | Yuan, Y."Linear systems associated with numerical methods for constrained opitmization".JOURNAL OF COMPUTATIONAL MATHEMATICS 21.1(2003):71-84. |
入库方式: OAI收割
来源:数学与系统科学研究院
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