摘要
本文得到一种可行QP-free算法,引入ε-有效集策略使得每次迭代只需求解规模较小的线性方程组得到迭代方向,且方程组只包含工作集中的约束,其规模较原问题大大减小,同时不进行弧搜索,从而降低了运算量.
This paper presents a feasible QP - free method by using the - efficient set. The equations contain only the focus constraints. At each iteration, the smaller group of linear equations with the same efficient matrix needs to be solved to get the iteration direction. Moreover, the equations involve only constrains in the working set and those not in the working set are totally neglected, which reduces the problem size greatly.
出处
《泰山学院学报》
2012年第3期43-47,共5页
Journal of Taishan University
