| 二次凸规划的迭代解 |
| |
| 引用本文： | 吴福祥.二次凸规划的迭代解[J].北京化工大学学报(自然科学版),1993(2). |
| |
| 作者姓名： | 吴福祥 |
| |
| 作者单位： | 北京化工学院管理工程系 |
| |
| 摘 要： | 线性互补问题的投影Jacobi松弛算法应用于求解不等式约束的二次规划问题,对称半正定的二次规划问题由K-T条件可以转化为P_0-矩阵的非对称线性互补问题(LCP),通过求解带扰动项的P-矩阵的非对称线性互补问题得到二次规划的最优解。最后给出一些数值结果。
|
| 关 键 词： | 二次凸规划 线性互补问题 投影Jacobi松弛算法 |
Iterative Solutions of Convex Quadratic Programming |
| |
| Wu Fuxiang.Iterative Solutions of Convex Quadratic Programming[J].Journal of Beijing University of Chemical Technology,1993(2). |
| |
| Authors: | Wu Fuxiang |
| |
| Institution: | Department of Management Engineering |
| |
| Abstract: | Projected Jacobi relaxation algorithm for linear complementarity problem is applied to solve convex quadratic programming with inequality constraints. According to the Kuhn-Tucker condition, convex quadratic programming is changed to nonsymmetric linear complementarity problem with the P_o-matrix. The optimal solution of the convex quadratic programming is given by solving perturbed nonsymmetric linear complementarity problem. Finally, some numerical results are given. |
| |
| Keywords: | convex quardatic programming linear complementarity problem projected Jacobi relaxation algorithm |
| 本文献已被 CNKI 等数据库收录！ |
