| 求二次规划问题全局解的新加速方法 |
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| 引用本文： | 汪春峰,黄瑞芳. 求二次规划问题全局解的新加速方法[J]. 西北大学学报(自然科学版), 2012, 0(4): 536-540 |
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| 作者姓名： | 汪春峰 黄瑞芳 |
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| 作者单位： | 河南师范大学数学与信息科学学院;济源职业技术学院基础部 |
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| 基金项目： | 国家自然科学基金资助项目(11171094));中央高校基本科研业务费专项基金资助项目(K50510700004) |
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| 摘 要： | 目的为求目标函数为一般二次函数的二次规划问题,提出一个新的加速算法。方法通过结合两个加速技巧,并将其置于分支定界算法框架下,给出一个新的全局优化算法。结果该方法可以有效地确定出不定二次规划问题的全局最优解。结论理论上证明了算法的收敛性,数值算例表明算法是有效可行的。
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| 关 键 词： | 全局优化 分支定界 线性松弛 二次规划 加速技巧 |
A new accelerating method for solving quadratic programming |
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| WANG Chun-feng,HUANG Rui-fang. A new accelerating method for solving quadratic programming[J]. Journal of Northwest University(Natural Science Edition), 2012, 0(4): 536-540 |
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| Authors: | WANG Chun-feng HUANG Rui-fang |
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| Affiliation: | 1.Department of Mathematics,Henan Normal University,Xinxiang 453007,China; 2.Basic Courses Department,Jiyuan Vocational and Technique College,Jiyuan 454650,China) |
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| Abstract: | Aim For globally solving quadratic programming,an accelerating algorithm is presented.Methods Through combining two accelerating techniques,and putting it into the frame of branch and bound,a new global optimization algorithm is proposed.Results This method can be used to solve indefinite quadratic programming problem effectively.Conclusion Convergence of the algorithm is established and numerical results are given to show the feasibility and effectiveness. |
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| Keywords: | global optimization branch and bound linear relaxation quadratic programming accelerating technique |
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