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一种求解凸二次规划的积极集法

n Active Set Method for Quadratic Problems

中文摘要英文摘要

介绍了一种求解带有不等式约束凸二次规划积极集法,将解决等式约束的方法推广到处理不等式约束的问题.同时给出了算法,算法经过有限步迭代一定能够得到最优解,使算法停止.数值例子验证算法的有效性.

In this paper,A active set method for quadratic problems is presented.The method will solve constrained generalized to handle inequality constraints .At the same time ,we propose the algorithm,sufficient conditions for the iterations to stop in a finite number of steps with an optimal solution are provided. Numerical results demonstrate that the algorithm is efficient.

黄述亮、杭丹、王晓燕

数学

凸二次规划积极集不等式约束

onvex quadratic programmingActive setinequality constraints

黄述亮,杭丹,王晓燕.一种求解凸二次规划的积极集法[EB/OL].(2013-07-12)[2025-08-16].http://www.paper.edu.cn/releasepaper/content/201307-199.点此复制

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