| 一类特殊规划的求解算法 |
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| 引用本文： | 张丽丽,祁玉龙.一类特殊规划的求解算法[J].安徽大学学报(自然科学版),2008,32(4). |
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| 作者姓名： | 张丽丽 祁玉龙 |
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| 作者单位： | 西安工业大学,数理系,陕西,西安,710032;西安工业大学,基建处,陕西,西安,710032 |
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| 摘 要： | 二次规划问题是一类重要的优化问题,是NP困难的.通过对已有算法的理解与分析,在假设原问题的Hessian矩阵正定的条件下,作者给出了求解二次规划问题的一种新算法,并讨论了算法的收敛性.
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| 关 键 词： | 正定二次规划 Hessian矩阵 算法 |
A solve algorithm of positive definite quadratic programming |
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| ZHANG Li-li,QI Yu-long.A solve algorithm of positive definite quadratic programming[J].Journal of Anhui University(Natural Sciences),2008,32(4). |
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| Authors: | ZHANG Li-li QI Yu-long |
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| Abstract: | Quadratic programming is an important optimal problem and is a NP-hard problem.Some algorithms have already been found to solve it.Here we considered positive definite quadratic programming problem.A new algorithm for solving positive definite quadraic programming problem was presented.We showed that the algorithm converged to the optimal solution of the original problem. |
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| Keywords: | quadratic programming Hessian matrix algorithm |
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