摘要
给出了求解仅含有等式约束的二次规划的新算法，并讨论了增加或去掉一个等式约束时的处理方法，从而满足了有效集法的要求．
A new algorithm for solving quadratic programming with equality constraints is proposed, and the solving method is discussed for the case in which an equality constraint is added or deleted. This new algorithm together with the discussion fulfils the requirement of the active set method.
出处
《北京工业大学学报》
CAS
CSCD
1999年第4期29-34,共6页
Journal of Beijing University of Technology
基金
国家自然科学基金!69673022
北京市教委基金!98080102
关键词
二次规划
有效集法
等式约束
算法
quadratic programming
active set method
equality constraint
