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一类凸规划问题的几何算法

CHEN Xiao-yan,ZHANG Sheng-gui

Journal of Fujian Normal University(Natural Science Edition)（2012）

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Abstract
利用点到线性流形的距离的几何特征,提出了求解目标函数的Hesse矩阵正定并带有线性等式约束的最优化问题的几何算法.与牛顿法相比,该算法避免了Hesse矩阵求逆与矩阵乘积等运算.
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Key words
linear manifold,distance,convex programming
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