一类光滑凸规划的牛顿法

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基金项目: 国家自然科学基金资助项目(10271073)

Newton Method for Solving a Class of Smooth Convex Programming

摘要: 给出了一个求解一类光滑凸规划的算法，利用光滑精确乘子罚函数把一个光滑凸规划的极小化问题化为一个紧集上强凸函数的极小化问题，然后在给定的紧集上用牛顿法对这个强凸函数进行极小化．
- 凸规划 /
- 牛顿法 /
- KKT乘子
Abstract: An algorithm for solving a class of smooth convex programming is given.Using smooth exact multiplier penalty function,a smooth convex programming is minimized to a minimizing strongly convex function on the compact set was reduced.Then the strongly convex function with a Newtonon method on the given compact set was minimized.
- convex programming /
- Newton method /
- KKT multiplier

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