鞍点梯度法、鞍点共轭梯度法
The Saddlepoint Gradient Method and the Saddlepoint Conjugate Gradient Method
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摘要: 本文根据文献1、2、3所提出的鞍点逼近算法,提出两种新型算法。这两种算法有如下重要意义。①将计算鞍点问题转化为求二次极值问题;②用新方法计算鞍点可以在有限步达到最优解;③用新方法求解线性规划问题具有多项式算法性质;④引出差梯度的新概念。Abstract: In this paper two algorithms are proposed based on the method of direct saddlepoint convergence The important valuos of the two algorithms are: ① The new algerithms transform problems of saddlepoint into problems of quadratic extreme value. ② The new algorithms can find optimum value in finite number of steps ③There is a polynomial-time property when solving linear programming problems with the algorithms. ④ The new concept of difference gradient of the saddlepoint is proposed.
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