| 二次规划的奇异方向法 |
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| 引用本文： | 贺国平.二次规划的奇异方向法[J].山东科技大学学报(自然科学版),1988(1). |
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| 作者姓名： | 贺国平 |
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| 作者单位： | 山东矿业学院数学软件系 |
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| 摘 要： | 本文利用二次规划最优条件矩阵的特殊结构,直接构造了二组互相共轭的奇异向量,使在每一次迭代时经有限步求得搜索方向和乘子矢量,避免了二阶导数矩阵的求逆,从而构造了一个有效的二次规划算法。在约束个数相对较小的情况下,本算法具有明显的优越性。
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| 关 键 词： | 二次规划 约束条件 基 |
A QUADRATIC PROGRAMMING ALGORITHM USING THE SINGULAR DIRECTIONS |
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| He Guoping.A QUADRATIC PROGRAMMING ALGORITHM USING THE SINGULAR DIRECTIONS[J].Journal of Shandong Univ of Sci and Technol: Nat Sci,1988(1). |
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| Authors: | He Guoping |
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| Institution: | Dept. Of Math. and Software |
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| Abstract: | In this paper, We structure directly two groups of conjugate singular vectors using the special structure of the optimal condition matrices. Inh each iteration, we can find the search directions and multipliers through the limit steps so as to avoid finding the inverse solution of second derivative matrix. A new algorithm of quadratic programming is proposed and the advantage of this algorithm is demonstrated under the condition of the relevant less constraints |
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| Keywords: | quadratic programming constraint basis |
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