Liu Ping, Ling Xiaodong. Modification to Wolfe's Simplex Method[J]. Chinese Journal of Engineering, 1997, 19(2): 201-204,217. DOI: 10.13374/j.issn1001-053x.1997.02.018
Citation: Liu Ping, Ling Xiaodong. Modification to Wolfe's Simplex Method[J]. Chinese Journal of Engineering, 1997, 19(2): 201-204,217. DOI: 10.13374/j.issn1001-053x.1997.02.018

Modification to Wolfe's Simplex Method

  • To guarantee the convergence of the algorithm, the short form of Wolfe's method requires the coefficients of the objective function and constraint equations to satisfy some specific conditions. The above conditions of the convergence theorem can be eliminated by the improved method.
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