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基于F-B NCP函数的可行QP-free算法
引用本文:朱笑荣.基于F-B NCP函数的可行QP-free算法[J].泰山学院学报,2012(3):43-47.
作者姓名:朱笑荣
作者单位:泰山学院信息科学技术学院,山东泰安,271021
摘    要:本文得到一种可行QP-free算法,引入ε-有效集策略使得每次迭代只需求解规模较小的线性方程组得到迭代方向,且方程组只包含工作集中的约束,其规模较原问题大大减小,同时不进行弧搜索,从而降低了运算量.

关 键 词:QP-free算法  可行性  ε-有效集

A Feasible QP -free Method Based on the F -B NCP Function
ZHU Xiao-rong.A Feasible QP -free Method Based on the F -B NCP Function[J].Journal of Taishan University,2012(3):43-47.
Authors:ZHU Xiao-rong
Institution:ZHU Xiao - rong (School of Information Science and Technology, Taishan University, Tai'an, 271021, China)
Abstract:This paper presents a feasible QP - free method by using the - efficient set. The equations contain only the focus constraints. At each iteration, the smaller group of linear equations with the same efficient matrix needs to be solved to get the iteration direction. Moreover, the equations involve only constrains in the working set and those not in the working set are totally neglected, which reduces the problem size greatly.
Keywords:QP - free method  feasibility  ε - efficient set
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