| 一类大规模二次规划问题的可行下降分解算法 |
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| 引用本文： | 王福胜,张可村,张成毅,韩有攀.一类大规模二次规划问题的可行下降分解算法[J].应用数学,2007,20(2):370-376. |
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| 作者姓名： | 王福胜 张可村 张成毅 韩有攀 |
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| 作者单位： | 西安交通大学理学院,陕西,西安,710049 |
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| 摘 要： | 本文对一类大规模二次规划问题，提出了矩阵剖分的概念和方法，并将问题转化为求解一系列容易求解的小规模二次规划子问题．另外，通过施加某些约束机制，使子问题所产生的迭代点均为可行下降点．在通常的假定下，证明算法具有全局收敛性，大量数值实验表明，本文所提出的新算法是有效的。
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| 关 键 词： | 大规模 二次规划 矩阵剖分 全局收敛 |
| 文章编号： | 1001-9847(2007)02-0370-07 |
| 修稿时间： | 2006-09-14 |
A Feasible Descent Decomposition Algorithm for Large-scale Quadratic Programming |
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| WANG Fu-sheng,ZHANG Ke-cun,ZHANG Cheng-yi,HAN You-pan.A Feasible Descent Decomposition Algorithm for Large-scale Quadratic Programming[J].Mathematica Applicata,2007,20(2):370-376. |
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| Authors: | WANG Fu-sheng ZHANG Ke-cun ZHANG Cheng-yi HAN You-pan |
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| Abstract: | In this paper, a new algorithm for solving large scale quadratic programming is proposed. We decompose a large scale quadratic programming into a serial of small scale ones whose solutions approximate that of the large scale quadratic programming. Furthermore, the algorithm is a feasible descent one. It is proved that the algorithm proposed is of the global convergence under the certain conditions. Numerical tests show that the algorithm has performed more effectively. |
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| Keywords: | Large scale Quadratic programming Matrix partition Global convergence |
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