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Abstract:
为了保持投影梯度求解法的线性约束系数矩阵的稀疏性,且不降低算法的效率,在确定可行点处的可行方向时,使用了矩阵的隐式LU分解技术,构造有效约束的零空间.本文提出了求解线性约束最优化问题的有效集算法,对于线性约束系数矩阵是稀疏矩阵时,能较好地保持稀疏性,提高了算法的效率.与数值试验的结果吻合.
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Source :
北京工业大学学报
ISSN: 0254-0037
Year: 2006
Issue: 3
Volume: 32
Page: 283-288
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count: 10
Chinese Cited Count:
30 Days PV: 3
Affiliated Colleges: