摘要
给出二次凸规划问题，ｍｉｎｆ（ｘ）＝ａ＋Ｃ′ｘ＋１２ｘ′Ｑｘｓ．ｔ．Ａ′ｘ≥０，当Ｑ为对称正定方阵时，解的矩阵表达式．
This paper is concerned with convex quadratic programming problem,i,e.,min f(x)=a+C′x +12 x′Qx s.t. A′x ≥0.Where Q is a positive definite matrix.It obtains matrix formulation of solution for this problem.
出处
《武汉交通科技大学学报》
1998年第5期532-534,共3页
Journal of Wuhan University of Technology(Transportation Science & Engineering)
关键词
二次凸规划解
矩阵表达式
非线性规划
convex quadratic programmig
Tuhu-Tucker′s necessary and sufficient condition
Farkas′s Lemma
