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二次凸规划的迭代解
Iterative Solutions of Convex Quadratic Programming
【摘要】 线性互补问题的投影Jacobi松弛算法应用于求解不等式约束的二次规划问题,对称半正定的二次规划问题由K-T条件可以转化为P0-矩阵的非对称线性互补问题(LCP),通过求解带扰动项的P-矩阵的非对称线性互补问题得到二次规划的最优解。最后给出一些数值结果。
【Abstract】 Projected Jacobi relaxation algorithm for linear complementarity problem is applied to solve convex quadratic programming with inequality constraints. According to the Kuhn-Tucker condition, convex quadratic programming is changed to nonsymmetric linear complementarity problem with the P_o-matrix. The optimal solution of the convex quadratic programming is given by solving perturbed nonsymmetric linear complementarity problem. Finally, some numerical results are given.
【关键词】 二次凸规划;
线性互补问题;
投影Jacobi松弛算法;
【Key words】 convex quardatic programming; linear complementarity problem; projected Jacobi relaxation algorithm;
【Key words】 convex quardatic programming; linear complementarity problem; projected Jacobi relaxation algorithm;
【基金】 北京化工学院青年科研基金
- 【文献出处】 北京化工学院学报(自然科学版) , 编辑部邮箱 ,1993年02期
- 【分类号】O221.3
- 【下载频次】92