| 求解凸二次规划问题的一种加权路径跟踪内点算法 |
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| 引用本文： | 金正静,白延琴,韩伯顺. 求解凸二次规划问题的一种加权路径跟踪内点算法[J]. 运筹学学报, 2010, 14(1): 55-65 |
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| 作者姓名： | 金正静 白延琴 韩伯顺 |
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| 作者单位： | 1. 浙江林学院理学院数学系,临安,311300
2. 上海大学理学院数学系,上海,200444 |
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| 基金项目： | 国家自然科学基金，教育部高等学校博士学科点专项科研基金，上海市重点学科建设项目，浙江林学院科研项目 |
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| 摘 要： | 基于Darvay提出用加权路径跟踪内点算法解线性规划问题的相关工作,本文致力于将此算法推广于解凸二次规划问题,并证明此算法具有局部二次收敛速度和目前所知的最好的多项式时间算法复杂性.
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| 关 键 词： | 运筹学 凸二次规划 小步校正算法 纯Newton步 加权路径跟踪内点算法 多项式时间算法复杂性 |
A Weighted-Path-Following Interior-Point Algorithm for Convex Quadratic Optimization |
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| Jin Zhengjing,Bai Yanqing,Han Boshun. A Weighted-Path-Following Interior-Point Algorithm for Convex Quadratic Optimization[J]. OR Transactions, 2010, 14(1): 55-65 |
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| Authors: | Jin Zhengjing Bai Yanqing Han Boshun |
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| Affiliation: | Jin Zhengjing Bai Yanqing Han Boshun Department of Mathematics,College of Sciences,Zhejiang Forestry University,Lin'an 311300,China Department of Mathematics,Shanghai University,Shanghai 200444,China |
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| Abstract: | Inspired by Darvay's work that developed a weighted path-following interior point algorithm for solving Linear Programming,we extend in this paper the algorithm of Darvay to solve convex quadratic optimization problem and show that this algorithm has local quadratic convergence rate and the favorable polynomial complexity bound. |
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| Keywords: | Operations research convex quadratic optimization small-update method full-Newton step weighted-path-following interior point algorithm polynomial complex-ity |
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