| 大规模严格凸二次规划问题一个新算法 |
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| 引用本文： | 贺力群,朱克强.大规模严格凸二次规划问题一个新算法[J].高校应用数学学报(A辑),1999,14(2):221-228. |
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| 作者姓名： | 贺力群 朱克强 |
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| 作者单位： | [1]北京理工大学计算机系 [2]北方交通大学经济与工商管理学院 |
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| 摘 要： | 根据广义乘子法的思想，将具有等式约束和非负约束的凸二次规划问题转化只有非负约束的简单凸二次规划，通过简单凸二次规划来得到解等式约束一非负约束的凸二次规划新算法，新算法不用求逆矩阵，这样可充分保持矩阵的稀疏性，用来解大规模稀疏问题，数值结果表明：在微机４８６／３３上就能解较大规模的凸二次规划。
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| 关 键 词： | 广义乘子法 严格凸二次规划 稀疏矩阵 二次规划 |
A NEW ALOGRITHM OF LARGE SCALE STRICT CONVEX QUADRATIC PROGRAM |
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| He,Liqun.A NEW ALOGRITHM OF LARGE SCALE STRICT CONVEX QUADRATIC PROGRAM[J].Applied Mathematics A Journal of Chinese Universities,1999,14(2):221-228. |
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| Authors: | He Liqun |
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| Abstract: | This paper applies generalized multipler method to translate convex
quadratic programs with equal constraints and non negative constraints into simple convex
quadratic programs with non negative constraints.The new algorithm is gotten by solving the
simple quadratic program.It avoids the computation of inverse matrix and exploits sparsity
structure in the matrix of the quadratic form.The results of numerical experiments show the
effectiveness of the algorithm on large scale problems. |
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| Keywords: | Generalized Multipler Method Strict Convex Quadratic Program Sparse Matrix |
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