| 基于代数等价变换下的凸二次规划不可行内点算法 |
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| 引用本文： | 龚小玉,张明望. 基于代数等价变换下的凸二次规划不可行内点算法[J]. 数学的实践与认识, 2007, 37(23): 101-107 |
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| 作者姓名： | 龚小玉 张明望 |
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| 作者单位： | 1. 茂名学院,理学院,茂名,525000
2. 三峡大学,理学院,宜昌,443002 |
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| 摘 要： | 基于代数等价变换和在KMM算法的框架基础上,在原始-对偶内点方法的牛顿方程里嵌入一种自调节功能.从而对凸二次规划提出了一种新的迭代方向的不可行内点算法,并证明了算法的全局收敛性.
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| 关 键 词： | 凸二次规划 代数变换 不可行内点算法 全局收敛性 |
| 修稿时间： | 2006-07-26 |
An Infeasible Interior Point Algorithm for Convex Quadratic Programming Based on Algebraic Transformation |
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| GONG Xiao-yu,ZHANG Ming-wang. An Infeasible Interior Point Algorithm for Convex Quadratic Programming Based on Algebraic Transformation[J]. Mathematics in Practice and Theory, 2007, 37(23): 101-107 |
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| Authors: | GONG Xiao-yu ZHANG Ming-wang |
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| Abstract: | Based on the algebraic transformation and the frame of KMM algorithm,a self-adjusting function is embedded into the Newton equations for primal-dual interior point methods.A new algorithm for convex quadratic programming is developed and its global convergence analysis is established. |
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| Keywords: | convex quadratic programming algebraic transformation infeasible interior point algorithm global convergence |
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