| 关于二次规划问题分段线性同伦算法的改进 |
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| 引用本文： | 杨冰.关于二次规划问题分段线性同伦算法的改进[J].高校应用数学学报(A辑),1995(4):417-424. |
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| 作者姓名： | 杨冰 |
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| 作者单位： | 北方交通大学 |
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| 摘 要： | 本文利用Ｃｈｏｌｅｓｋｙ分解，Ｇａｕｓｓ消去等技术和定义适当的同伦映射，将关于二次规划问题的分段线性同伦算法加以改进，改进后的算法，对于严格凸二次规划来说，计算效率与Ｇｏｌｄｆａｒｂ－Ｉｄｎａｎｉ的对偶法相当。
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| 关 键 词： | 二次规划 Cholesky分解 分线段性同伦法 |
IMPROVING THE PIECEWISE LINEAR HOMOTOPY ALGORITHM FOR QUADRATIC PROGRAMMING |
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| Yang Bing.IMPROVING THE PIECEWISE LINEAR HOMOTOPY ALGORITHM FOR QUADRATIC PROGRAMMING[J].Applied Mathematics A Journal of Chinese Universities,1995(4):417-424. |
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| Authors: | Yang Bing |
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| Abstract: | In this paper, an improvement in the piecewise linear homotopy algorithm for quadratic programming which has been proposed by us is presented. The improvement is realized as the results of making use of Cholesky decomposition and Gauss elimination and appropriate definitions of homotopy mappings. The improved algorithm for strictly convex quadratic programming appears as efficient as Goldfarb-Idnani' s dual method. |
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| Keywords: | Quadratic Programming Piecewise Linear Homotopy Algorithm Cholesky Decomposition |
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