摘要
本文在Lemke互补转轴算法的基础上进一步研究线性互补问题的灵敏度分析。主要结果有二:1.线性互补问题的灵敏度分析;2.灵敏度分析在凸二次规划方面的应用。
Based on the Lemke's complementary pivoting algorithm this paper studies the sensitivity of the linear complementary problems. Main results are: 1. sensitivity of the linear complementary problems; 2. applications of the sensitivity to convex quadratic programming.
出处
《天津大学学报》
EI
CAS
CSCD
1989年第1期115-121,共7页
Journal of Tianjin University(Science and Technology)
关键词
线性互补
灵敏度
二次规划
Linear Complementary Problem, Sensitivity, Application, Convex Quadratic Programming