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基于内点算法的思想,利用广义投影技术构造了一求解线性约束的非线性规划问题的变尺度方向内点算法,并给出了其收敛性证明.
Based on the idea of the interior point algorithm, a generalized projection technique is used to construct a variable-size-direction-interior-point algorithm for solving nonlinear programming problems with linear constraints. The convergence proof is also given.