| 二次规划的极大熵方法 |
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| 引用本文： | 施保昌,路志宏. 二次规划的极大熵方法[J]. 华中科技大学学报(自然科学版), 2001, 29(6): 109-111 |
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| 作者姓名： | 施保昌 路志宏 |
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| 作者单位： | 华中科技大学数学系;华中科技大学数学系 |
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| 摘 要： | 利用对偶变换,将二次规划问题转化为无约束极大极小问题,然后运用极大熵方法,将极大极小问题的转化为求解一个无规划极值问题,从而能够同时求出问题及其对偶问题的近似解,数值试验结果表明该方法是有效的。
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| 关 键 词： | 二次规划 极大极小问题 极大熵方法 |
| 文章编号： | 1000-8616(2001)06-0109-03 |
| 修稿时间： | 2000-10-09 |
A Maximum Entropy Method for Quadratic Programming |
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| Shi Baochang Lu Zhihong Prof., Dept. of Math.,HUST,Wuhan ,China.. A Maximum Entropy Method for Quadratic Programming[J]. JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE, 2001, 29(6): 109-111 |
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| Authors: | Shi Baochang Lu Zhihong Prof. Dept. of Math. HUST Wuhan China. |
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| Affiliation: | Shi Baochang Lu Zhihong Prof., Dept. of Math.,HUST,Wuhan 430074,China. |
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| Abstract: | An effective approach to deal with the Quadratic Programming (QP) problem is presented, which is to convert QP problem into a minimax problem without constraints by using dual transformation. The minimax problem is translated into unconstrained convex programming problem. By the maximum entropy method, the approximate solution to the primal can be found. The preliminary numerical results show the high efficiency of the algorithm in solving QP problems. |
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| Keywords: | quadratic programming minimax problem maximum entropy method |
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