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应用ABS算法求解一类不定线性方程组
ABS algorithms for solving certain system of indefinite equations
【摘要】 运用ABS算法讨论了等式约束优化问题中的拉格朗日乘子法所形成的线性方程 组的求解问题;利用 ABS算法的隐式 LQ分解,通过有限步迭代求出原问题变量 的解,同时形成求解乘子的上三角系数阵的方程;给出了算法的具体过程,分析其数 值稳定性和计算量;作为特例,将最小二乘问题的法方程化为文中方程形式,并给出 了一种计算方法。
【Abstract】 The solution of indefinite equations arising from quadratic programming with equality constraints are discussed by ABS algorithms. The implicit LQ factorization of ABS method is used, and the detailed procedure of the algorithm is given to solve variables of original problem in finite iterations, and to form the upper triangle coefficient matrix equations for multipliers at the same time. It also discusses the application on the least square solution of a linear system.
【关键词】 线性方程组;
凸规划;
二次规划/最小二乘问题;
ABS算法;
【Key words】 linear equations, convex programming; quadratic programming/ least square problem; ABC algorthms;
【Key words】 linear equations, convex programming; quadratic programming/ least square problem; ABC algorthms;
- 【文献出处】 大连理工大学学报 ,Journal of Dalian University of Technology , 编辑部邮箱 ,1991年05期
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