二次规划求解方法探讨

文章推广与应用了二次非线性规划模型的基础理论及算法。在线性规划模型中，活动对目标函数的贡献与活动水平成比例关系，因而目标函数是决策变量的线性函数，而在实际问题中，往往遇到活动对目标函数的贡献与活动水平不成比例关系的情形，即目标函数不是决策变量的线性函数，而是二次非线性函数，我们可以利用K—T条件并转化为等价求解相应的线性规划问题。经过分析可以得到结论，目标函数变成了线性函数，但约束函数中有一个非线性函数，这时问题仍然是非线性的。应用Excel规划求解工具解这个模型后我们知道如果投资者愿意承担多一点的风险，就可以获得更大的收益。

DISCUSSION ON QUADRATIC PROGRAMMING SOLUTION METHOD

The article popularizes and applies the basic theory of the two times nonlinear programming model and algorithm. The activities get proportion to the contribution of the objective function and activity level , thus the objective function is the linear function that decides the variables, however, in the actual problem, there are often out of proportion to the contribution of the objective function and activity level ,that is ,the objective function is not the linear function that decides variables but the two times nonlinear function , we can use K-T conditions and translate into the equivalent solution to the corresponding linear programming problem.. Through analysis ,we can come to the conclusion that the objective function turns into linear function , but there is a nonlinear function in the course of the constraint function, and then problem is still non-linear. When people apply the Excel programming tool to solve this model , we think that if investors are willing to take a little more risk, they can get a bigger profit.