| SOLVING CONVEX QUADRATIC PROGRAMMING BY POTENTIAL-REDUCTION INTERIOR-POINT ALGORITHM |
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| 作者姓名： | 梁昔明 马龙华 钱积新 |
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| 摘 要： | ＩＮＴＲＯＤＵＣＴＩＯＮＩｎｔｈｉｓｐａｐｅｒ,ｗｅｃｏｎｓｉｄｅｒｔｈｅｆｏｌｌｏｗｉｎｇｃｏｎ ｖｅｘｑｕａｄｒａｔｉｃｐｒｏｇｒａｍｍｉｎｇｍｉｎｆ(ｘ) =12 ｘＴＱｘ ｃＴｘｓ.ｔ.Ａｘ≤ｂ ,ｘ≥ 0( 1 )ｗｈｅｒｅｃ ,ｘａｒｅｎ ｖｅｃｔｏｒｓ,ｂｉｓａｎｍ ｖｅｃｔｏｒ,ＡｉｓａｍａｔｒｉｘａｎｄＱｉｓａｓｙｍｍｅｔｒｉｃｐｏｓｉｔｉｖｅｓｅｍｉ ｄｅｆｉｎｉｔｅｍ×ｎｍａｔｒｉｘ .Ｔｈｅｆｏｒｍｏｆ( 1 )ｄｏｅｓｎｏｔｌｏｓｅｇｅｎｅｒａｌｉｔｙ ,ｂｅｃａｕｓｅａｎｙｐｅｑｕａｌｉｔｙｃｏｎ ｓｔ…
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SOLVING CONVEX QUADRATIC PROGRAMMING BY POTENTIAL-REDUCTION INTERIOR-POINT ALGORITHM |
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| LIANG Xi-ming\ ,MA Long-hua\ ,QIAN Ji-xin\.SOLVING CONVEX QUADRATIC PROGRAMMING BY POTENTIAL-REDUCTION INTERIOR-POINT ALGORITHM[J].Journal of Zhejiang University Science,2001(1). |
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| Authors: | LIANG Xi-ming\ MA Long-hua\ QIAN Ji-xin\ |
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| Institution: | LIANG Xi-ming\ 1,MA Long-hua\ 2,QIAN Ji-xin\ 2 |
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| Abstract: | The solution of quadratic programming problems is an important issue in the field of mathematical programming and industrial applications. In this paper, we solve convex quadratic programming by a potential-reduction interior-point algorithm. It is proved that the potential-reduction interior-point algorithm is globally convergent. Some numerical experiments were made. |
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| Keywords: | potential-reduction interior-point algorithm convex quadratic programming convergence numerical experiments |
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