| SOLVING CONVEX QUADRATIC PROGRAMMING BY POTENTIAL-REDUCTION INTERIOR-POINT ALGORITHM |
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| 引用本文： | 梁昔明,马龙华,钱积新. SOLVING CONVEX QUADRATIC PROGRAMMING BY POTENTIAL-REDUCTION INTERIOR-POINT ALGORITHM[J]. Journal of Zhejiang University. Science. B, 2001, 0(1) |
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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. B, 2001, 0(1) |
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| Authors: | LIANG Xi-ming MA Long-hua QIAN Ji-xin |
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| Affiliation: | 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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