| 求解凸二次规划的主对偶积极集法 |
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| 引用本文： | 刘颖,赵迪.求解凸二次规划的主对偶积极集法[J].哈尔滨师范大学自然科学学报,2011,27(2):40-43. |
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| 作者姓名： | 刘颖 赵迪 |
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| 作者单位： | 哈尔滨师范大学 |
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| 摘 要： | 介绍了求解带有不等式约束凸二次规划的一种主对偶积极集法.通过凸二次规划KKT条件中的一阶最优性条件和补条件计算出主对偶对(x,s)的值,若(x,s)不可行则确定新的积极集,算法继续迭代；算法经有限步迭代后,一定能得到最优解,使算法停止.
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| 关 键 词： | 凸二次规划 积极集 主对偶对 |
A Primal-Dual Active Set Method for Quadratic Problems |
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| Liu Ying
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Zhao Di.A Primal-Dual Active Set Method for Quadratic Problems[J].Natural Science Journal of Harbin Normal University,2011,27(2):40-43. |
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| Authors: | Liu Ying Zhao Di |
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| Institution: | (Harbin Normal University) |
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| Abstract: | A primal-dual active set method for quadratic problems is presented.A primal-dual pair(x,s) is computed that satisfies the first order optimality condition and the complementarity condition.If(x,s) is not feasible,a new active set is determined,and the process is iterated.Sufficient conditions for the iterations to stop in a finite number of steps with an optimal solution are provided.Computational experience indicates this method is practical. |
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| Keywords: | Convex quadratic programming Active set Primal-dual pair |
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