| 求解凸二次规划的一种改进的原-对偶内点算法 |
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| 引用本文： | 杨春艳,雍龙泉. 求解凸二次规划的一种改进的原-对偶内点算法[J]. 长江大学学报, 2009, 0(2): 126-128 |
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| 作者姓名： | 杨春艳 雍龙泉 |
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| 作者单位： | [1]银川大学数学系,宁夏银川750105 [2]陕西理工学院数学系,陕西汉中723001 |
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| 摘 要： | 基于牛顿方向，给出了求解凸二次规划问题的改进原对偶可行内点算法。若获得算法的初始可行内点，则该算法经过多次迭代之后收敛到原问题的一个最优解。数值试验表明了该算法的有效性。
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| 关 键 词： | 凸二次规划 原对偶可行内点算法 多项式复杂性 |
Improved Primal-dual Feasible Interior Point Algorithm for Convex Quadratic Programming |
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| YANG Chun-YanYONG Long-Quan. Improved Primal-dual Feasible Interior Point Algorithm for Convex Quadratic Programming[J]. Journal of Yangtze University, 2009, 0(2): 126-128 |
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| Authors: | YANG Chun-YanYONG Long-Quan |
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| Affiliation: | YANG Chun-Yan(Yinchuan University,Yinchuan 750105)YONG Long-Quan(Shaanxi University of Technology,Hanzhong 723001) |
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| Abstract: | In this paper we analyzed the most common algorithms to quadratic programming and indicated difficulty in studying this problem.Based on above,we presented an improved primal-dual feasible interior point algorithm for convex quadratic programming by means of the Newton direction.It is showed that if a strictly feasible starting point is available,then the algorithms have the polynomial complexity.Numerical results are demonstrated very good computational performance on convex quadratic programming. |
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| Keywords: | convex quadratic programming primal-dual interior point algorithm polynomial complexity |
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