| 求不定二次规划问题全局解的新的分支定界算法 |
| |
| 引用本文： | 黎健玲,王鹏,马林,李杰.求不定二次规划问题全局解的新的分支定界算法[J].广西大学学报(自然科学版),2009,34(4). |
| |
| 作者姓名： | 黎健玲 王鹏 马林 李杰 |
| |
| 作者单位： | 广西大学数学与信息科学学院,广西,南宁,530004 |
| |
| 基金项目： | 国家自然科学基金资助项目，广西科学基金资助项目，广西大学科研基金资助项目，广西研究生教育创新计划项目 |
| |
| 摘 要： | 提出了求解不定二次规划问题一个新的分支定界算法.利用D.C.分解和正定阵的Cholesky分解把问题转化为可分离形式,并导出Lagrangian对偶界,给出基于Lagrangian对偶界和矩形对分的分支定界算法,同时给出初步数值实验结果.
|
| 关 键 词： | 不定二次规划 分支定界 D.C.分解 凸松弛 Lagrangian对偶界 |
New branch-and-bound algorithm for indefinite quadratic programming problems |
| |
| LI Jian-ling,WANG Peng,MA Lin,LI Jie.New branch-and-bound algorithm for indefinite quadratic programming problems[J].Journal of Guangxi University(Natural Science Edition),2009,34(4). |
| |
| Authors: | LI Jian-ling WANG Peng MA Lin LI Jie |
| |
| Institution: | College of Mathematics and Information Science;Guangxi University;Nanning 530004;China |
| |
| Abstract: | In this paper a new algorithm for finding a global solution of indefinite quadratic programming is proposed.The problem is first refermulated as a separable form by D.C.decomposition and Cholesky factorization.And then the Lagrangian dual bound is derived.A new branch-and-bound algorithm based on the Lagrangian dual bounds and rectangular bisection is presented.Finally,preliminary numerical results are reported. |
| |
| Keywords: | indefinite quadratic programming branch-and-bound D C decomposition convex relaxation Lagrangian dual bound |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
