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线性约束凸二次规划的一个原始-对偶内点算法
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
作者姓名:张艺
作者单位:宁波大学,理学院,浙江,宁波,315211
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.

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:2004-03-08

A Primal-dual Interior Point Algorithm for Convex Quadratic Programming Problem with Linear Constraints
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
Authors:ZHANG Yi
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.
Keywords:quadratic programming  primal-dual  path-following  interior point algrithm
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