An Iterative Method for a Special Type Constrained Optimization Problem

摘要：

A block iterative method for solving equality constrained optimization which employs the multiplier method and block GS-Newton for nonlinear equations is proposed in this paper. A new algorithm is presented and the convergence of the algorithm is illustrated. Finally, corresponding numerical results are given.

关键词： Newton Iteration Gauss-Sedial Iteration Augmented Lagrangian multiplier Method

作者: Kun Yang Zhi-yuan Tian Yu Liu

作者单位: College of Mathematics, Qingdao University, Qingdao, China 266071

会议类型: 国际会议

会议名称: 第二届中国对策论及其应用国际学术会议(The Second International Conference on Game Theory and Applications)

会议地点: 青岛

会议语种:英文

页码: 234-237

在线出版日期: 2007-09-17（万方平台首次上网日期，不代表论文的发表时间）