节点文献
框式凸二次规划原始-对偶势下降内点算法
A Primal-dual Interior-point Algorithm Based on Reduced Potential Function for Convex Quadratic Programming with Box Constrains
【摘要】 基于线性规划原始-对偶内点算法的思想,对框式凸二次规划提出了一种新的内点算法—原始-对偶势下降内点算法.算法取牛顿方向作为迭代方向,利用势函数选择迭代步长,并证明了新算法具有O(nL)的迭代复杂性.
【Abstract】 A new algorithm,primal-dual potential-reduction interior-point algorithm,is devised.This new algorithm is based on the ideas of the primal-dual interior-point algorithm for linear programming.This algorithm uses the Newton-direction as its iteration direction;its iteration step is determined by potential function;and the polynomial iteration complexity of O(nL) iterations of this new algorithm is proved.
- 【文献出处】 三峡大学学报(自然科学版) ,Journal of China Three Gorges University(Natural Sciences) , 编辑部邮箱 ,2008年05期
- 【分类号】O221
- 【下载频次】46