| 框式凸二次规划原始-对偶势下降内点算法 |
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| 引用本文： | 沈忠环.框式凸二次规划原始-对偶势下降内点算法[J].三峡大学学报(自然科学版),2008,30(5). |
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| 作者姓名： | 沈忠环 |
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| 作者单位： | 三峡大学理学院,湖北宜昌,443002 |
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| 摘 要： | 基于线性规划原始-对偶内点算法的思想,对框式凸二次规划提出了一种新的内点算法-原始-对偶势下降内点算法.算法取牛顿方向作为迭代方向,利用势函数选择迭代步长,并证明了新算法具有O(nL)的迭代复杂性.
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| 关 键 词： | 框式凸二次规划 宽邻域 势下降内点算法 迭代复杂性 |
A Primal-dual Interior-point Algorithm Based on Reduced Potential Function for Convex Quadratic Programming with Box Constrains |
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| Shen Zhonghuan.A Primal-dual Interior-point Algorithm Based on Reduced Potential Function for Convex Quadratic Programming with Box Constrains[J].Journal of China Three Gorges University(Natural Sciences),2008,30(5). |
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| Authors: | Shen Zhonghuan |
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| Institution: | Shen Zhonghuan (College of Science,China Three Gorges Univ,Yichang 443002,China) |
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| Abstract: | A new algorithm,primal-dual potential-reduction interior-point algorithm,is devised.This new algorithm is based on the ideas of the primal-dual interior-point algorithm for linear programming.This algorithm uses the Newton-direction as its iteration direction;its iteration step is determined by potential function;and the polynomial iteration complexity of O(nL) iterations of this new algorithm is proved. |
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| Keywords: | convex quadratic programming with box constrains wide-neighborhood potential-reduction interior-point algorithm iteration complexity |
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