| 求解框式约束下凸二次规划问题的内点算法 |
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| 引用本文： | 佟世璐,孟煦,荆湘霞.求解框式约束下凸二次规划问题的内点算法[J].复旦学报(自然科学版),2000,39(1):36-40. |
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| 作者姓名： | 佟世璐 孟煦 荆湘霞 |
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| 作者单位： | 统计运筹系 |
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| 基金项目： | 国家自然科学基资助项目!( 1 9871 0 1 6) |
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| 摘 要： | 对于框式凸二次规划问题给出了一个内点路径跟踪算法，该算法的迭代复杂度为Ｏ（√ｎＬ），每一步近代所需计算量为Ｏ（ｎ＾３），其中ｎ为变量个数，Ｌ为问题的输入长度。
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| 关 键 词： | 框式二次规划 路径跟踪算法 凸二次规划 |
| 文章编号： | 0427-7104(2000)01-0036-05 |
An Interior Point Algorithm for Convex Quadratic Programming Problem With Box Constraints |
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| TONG Shi-lu,MENG Xu,JING Xiang-xia.An Interior Point Algorithm for Convex Quadratic Programming Problem With Box Constraints[J].Journal of Fudan University(Natural Science),2000,39(1):36-40. |
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| Authors: | TONG Shi-lu MENG Xu JING Xiang-xia |
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| Institution: | Department of Statistics and Operation Research |
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| Abstract: | It is presented that a path following interior point algorithm for convex quadratic programming problems,whose variables are subject to box, i.e. upper and convex bounds. The iteration complexity is O(nL) , and the number of arithmetic operations per iteration is bounded by O(n 3) ,where n denotes the number of variables,and L is the import length. |
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| Keywords: | box type convex quadratic programming problem path following interior point algorithm computational complexity |
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