| 线性约束凸二次规划的一个原始-对偶内点算法 |
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| 引用本文： | 张艺.线性约束凸二次规划的一个原始-对偶内点算法[J].宁波大学学报(理工版),2004,17(3):249-252. |
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| 作者姓名： | 张艺 |
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| 作者单位： | 宁波大学,理学院,浙江,宁波,315211 |
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| 摘 要： | 对具有线性约束凸二次规划问题给出了一个原始-对偶内点算法，任一原始-对偶可行内点都可作为算法的初始点，当初始点在中心路径附近时，便成为中心路径跟踪算法，此时总迭代次数为O(√nL)，其中L为输入长度．数值实验表明，算法对求解大型的这类问题是有效的．
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| 关 键 词： | 二次规则 原始-对偶 路径跟踪 内点算法 |
| 文章编号： | 1001-5132(2004)03-0249-04 |
| 修稿时间： | 2004年3月8日 |
A Primal-dual Interior Point Algorithm for Convex Quadratic Programming Problem with Linear Constraints |
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| ZHANG Yi.A Primal-dual Interior Point Algorithm for Convex Quadratic Programming Problem with Linear Constraints[J].Journal of Ningbo University(Natural Science and Engineering Edition),2004,17(3):249-252. |
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| Authors: | ZHANG Yi |
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| Abstract: | A primal-dual interior point algorithm for convex quadratic progromming problem with linear constrains is presented. Any primal-dual interior feasible point cab be taken as initial point of the algorithm. If the initial point is close to the central path, the algorithm becomes a central path-following algorithm and requires a total of O(nL) number of iterations, where L is the input length. The results of numerical experiments show the effectiveness of the algorithm on large scale problems. |
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| Keywords: | quadratic programming primal-dual path-following interior point algrithm |
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