摘要
对具有线性约束凸二次规划问题给出了一个原始 -对偶内点算法 ,任一原始 -对偶可行内点都可作为算法的初始点 ,当初始点在中心路径附近时 ,便成为中心路径跟踪算法 ,此时总迭代次数为O(nL) ,其中L为输入长度 .数值实验表明 ,算法对求解大型的这类问题是有效的 .
A primal-dual interior point algorithm for convex quadratic progromming problem with linear constrains is presented. Any primal-dual interior feasible point cab be taken as initial point of the algorithm. If the initial point is close to the central path, the algorithm becomes a central path-following algorithm and requires a total of O(nL) number of iterations, where L is the input length. The results of numerical experiments show the effectiveness of the algorithm on large scale problems.
出处
《宁波大学学报（理工版）》
CAS
2004年第3期249-252,共4页
Journal of Ningbo University：Natural Science and Engineering Edition
关键词
二次规则
原始-对偶
路径跟踪
内点算法
quadratic programming
primal-dual
path-following
interior point algrithm
