摘要
针对球约束凸二次规划问题,利用Lagrange对偶将其转化为无约束优化问题,然后运用单纯形法对其求解,获得原问题的最优解。最后,对文中给出的算法给出了论证。
In this paper the duality of Lagrange is used to convert the problem of sphere-constrained convex quadratic programming into the problem of unconstrained optimization. Then the simplex algorithm is applied for the solution of unconstrained optimization problem. Thus the best solution of the original problem is obtained.
出处
《海军工程大学学报》
CAS
北大核心
2007年第3期39-42,共4页
Journal of Naval University of Engineering
基金
河南省自然科学基金资助项目(0511012000)
关键词
球约束
凸二次规划
无约束优化问题
单纯形法
sphere-constrained
convex quadratic programming
unconstrained optimization problem simplex algorithm
