摘要
对于框式凸二次规划问题给出了一个内点路径跟踪算法 ,该算法的迭代复杂度为 O( n L) ,每一步迭代所需计算量为 O( n3) ,其中 n为变量个数 。
It is presented that a path following interior point algorithm for convex quadratic programming problems,whose variables are subject to box, i.e. upper and convex bounds. The iteration complexity is O(nL) , and the number of arithmetic operations per iteration is bounded by O(n 3) ,where n denotes the number of variables,and L is the import length.
出处
《复旦学报（自然科学版）》
CAS
CSCD
北大核心
2000年第1期36-40,共5页
Journal of Fudan University：Natural Science
基金
国家自然科学基资助项目!( 1 9871 0 1 6)
关键词
框式二次规划
路径跟踪算法
凸二次规划
box type convex quadratic programming problem
path following interior point algorithm
computational complexity
