| 一个等式约束下凸二次规划问题的拟牛顿算法 |
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| 引用本文： | 王朝平,赵天玉,陈忠. 一个等式约束下凸二次规划问题的拟牛顿算法[J]. 长江大学学报, 2005, 2(4): 109-110 |
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| 作者姓名： | 王朝平 赵天玉 陈忠 |
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| 作者单位： | 长江大学信息与数学学院,湖北,荆州,434023;长江大学信息与数学学院,湖北,荆州,434023;长江大学信息与数学学院,湖北,荆州,434023 |
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| 摘 要： | 提出了一个等式约束下凸二次规划问题的拟牛顿算法.利用增广Lagrange函数将该约束问题化为无约束问题,当线性搜索采用Armijo原则时,利用拟牛顿算法进行求解,并给出了算法的数值检验结果.数值结果表明,算法是可行、有效的.
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| 关 键 词： | 等式约束 凸二次规划 拟牛顿算法 |
| 文章编号： | 1673-1409(2005)04-0109-02 |
| 修稿时间： | 2004-09-10 |
A Quasi-Newtonian Method for Solving Equality Constrained Convex Quadratic Programming Problems |
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| WANG Chao-ping,ZHAO Tian-yu,CHEN Zhong. A Quasi-Newtonian Method for Solving Equality Constrained Convex Quadratic Programming Problems[J]. Journal of Yangtze University, 2005, 2(4): 109-110 |
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| Authors: | WANG Chao-ping ZHAO Tian-yu CHEN Zhong |
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| Abstract: | A quasi-Newtonian method for solving equality constrained convex quadratic programming problems is presented. By using the argument Lagrange function to convert the constrained programming problem to the unconstrained programming, step-length is determined by Armijo's rule.A quasi-Newtonian method is used to solve the problems, and the result of numerical experiment of the algorithm is given. The result shows that the algorithm is feasible and effective. |
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| Keywords: | equality constrained convex quadratic programming argument Lagrange function BFGS method |
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