| 二次规划的直接椭球算法 |
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| 引用本文： | 吴士泉(),郭田德(). 二次规划的直接椭球算法[J]. 系统科学与数学, 1996, 16(1): 001-010 |
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| 作者姓名： | 吴士泉() 郭田德() |
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| 作者单位： | 中国科学院应用数学研究所，青岛大学师范学院数学系 |
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| 摘 要： | 本文对凸二次规划问题，给出了一个直接椭球算法，并证明了算法的复杂度为Ｏ（ｎ４Ｌ）．
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| 关 键 词： | 直接椭球算法，算法的复杂度，内点算法，凸二次规划 |
DIRECT ELLIPSOID METHOD FOR CONVEX QUADRATIC PROGRAM |
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| WU SHI-QUAN,GUO TIAN-DE. DIRECT ELLIPSOID METHOD FOR CONVEX QUADRATIC PROGRAM[J]. Journal of Systems Science and Mathematical Sciences, 1996, 16(1): 001-010 |
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| Authors: | WU SHI-QUAN GUO TIAN-DE |
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| Affiliation: | (1)Institute of Applied Mathematics, Academia Sinica Bejiing 100080;(2)Depaartment of Mathematics, Teacher's College of Qingdao University, Shandong 266071 |
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| Abstract: | This paper shows how to apply the ellipsoid method directly to the convex quadratic program, and proves that the direct ellipsoid method can be terminated at an approximate optimal point in at most O(n2 L) iterations with a total of O(n4L) arithmetic operations. |
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| Keywords: | Direct ellipsoid method computational complexity interior point method convex quadratic program |
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