摘要
提出了等式约束凸二次规划问题的光滑型方法。根据约束优化问题的最优性条件,利用信息论中的极大熵原理,构造了一种基于不动点的光滑迭代算法,并给出了算法的迭代格式。讨论了解存在的必要条件及迭代算法收敛的条件,并通过数值实例与已有算法进行了比较,从而显示了算法的有效性。
With respect to equality constrained convex quadratic programming, a smooth method is presented. According to the optimization condition, and using the maximum entropy principle of information theory, the fixed iterative method is obtained. An iterative projection is given and a necessary condition are proposed. Compared with other method, the theoretical analysis and the numerical results show that this algorithm is effective.
出处
《北京石油化工学院学报》
2008年第3期64-66,共3页
Journal of Beijing Institute of Petrochemical Technology
关键词
二次规划
熵函数
不动点迭代
线性互补问题
quadratic programming problem
entropy function
fixed iterative method
linear complementary problem
