摘要
通过对搜索方向的迭代计算,给出了一个求解一般不等式约束二次规划问题的迭代算法,并详细讨论了该算法的基本理论问题。同时给出了算法的某些修正技术及初始点的选取情况。
Through the iteration computation of the search direction ,the author provides an iterative algorithm in solving the general inequality constrained quadratic programming problems , and discusses the basic theory problems of this method in detail. Some correction techniques of this algorithm and the selection of the initial value are also provided.
关键词
不等式约束
二次规划
近似迭代算法
有效集策略
ineguality constraints
guadrotic programming
approximate iteraive Algorithm
significant set strategy
search direction