- 作者: Lee, Liang-Sun; Christensen, James H.
- 作者服務機構: School of Chemical Engineering and Material Science, University of Oklahoma, Norman, Oklahoma, U.S.A.
- 中文摘要: --
- 英文摘要:
A method, based upon Rosen's gradient projection method and conjugate
direction of Fletcher and Reeves is presented for solving maximization problem of
nonlinear objective function subject to linear constraints. An example shows that
this revised method converges more rapidly than conjugate gradient method of
Goldfarb-Lapidus and Rosen's gradient projection method. Moreover, the present
method needs fewer matrix manipulations and smaller computer storage than
conjugate gradient method does. A very important consideration, the satisfaction
of Kuhn-Tucker conditions is also proved in this paper. - 中文關鍵字: --
- 英文關鍵字: --