| 一个求解箱约束二次规划的非内点预估校正算法 |
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| 引用本文： | 杨威,刘三阳.一个求解箱约束二次规划的非内点预估校正算法[J].应用数学,2005(Z1). |
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| 作者姓名： | 杨威 刘三阳 |
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| 作者单位： | 西安电子科技大学理学院 西安电子科技大学理学院 陕西西安 陕西西安 |
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| 摘 要： | 利用Chen-Harker-Kanzow-Smale光滑技术,给出了一个求解箱约束二次规划的预估校正的算法,它是Xu‘s方程的进一步研究,它的思想是将问题的K-T条件转化成一组光滑的等式,再用预估校正方法求解.同现存的算法相比,该算法具有较快的收敛速度,且所需的条件相对较弱.本文改进了该领域内的一些最新结果.
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| 关 键 词： | 凸二次规划 箱约束 预估校正方法 |
A Non-interior Predictor-corrector Path Following Method for Convex Quadratic Programming Problems with Bound Constraints |
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| YANG Wei,LIU San-yang.A Non-interior Predictor-corrector Path Following Method for Convex Quadratic Programming Problems with Bound Constraints[J].Mathematica Applicata,2005(Z1). |
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| Authors: | YANG Wei LIU San-yang |
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| Abstract: | In this paper,a predictor-corrctor method has been presented based on the Chen-Harker-Kanzow-Smale smoothing technique for convex quadratic programming problems with bound constraints.It is the further study of Xu's method.The main idea is to convert the K-T condition of the problem to a system of smooth equation,then we solve it by predictor-corrector method.Under mild condition,global convergent and local quadratic convergence is obtained.It has a relative fast convergence compared to the methods available. |
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| Keywords: | Convex quadratic programming problem Bound constraints Predictor-corrector method |
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