期刊文献+

一种新的可分凸二次规划的不可行内点算法 被引量:2

A New Infeasible-interior-point Algorithm for Separable Convex Quadratic Programming
在线阅读 下载PDF
导出
摘要 本文对可分凸二次规划提出了一个新的不可行内点算法 ,证明了该算法是一个多项式时间算法 ,并将迭代复杂性界降至O(nL) . This paper presents a new infeasibleinteriorpoint algorithm for separable convex quadratic programming problem.It is shown that the method is a polynomialtime algorithm,then iteration complexity bound of the algorithm is reduced to O(nL).
作者 王浚岭
出处 《应用数学》 CSCD 北大核心 2004年第1期82-87,共6页 Mathematica Applicata
基金 湖北省教育厅科学基金资助项目 (2 0 0 1C4 0 2 0 0 2 0 5 30 1 2 ) 三峡大学科学基金资助 (KJC0 1 0 9 KJA0 2 2 2 )
关键词 可分凸二次规划 不可行内点算法 多项式时间算法 迭代复杂性 非线性规划 Separable convex quadratic programming Infeasibleinteriorpoint algorithm Polynomialtime algorithm
  • 相关文献

参考文献10

  • 1方述诚 S普森普拉.线性优化及扩展理论与算法[M].北京:科学出版社,1994..
  • 2李健,费浦生,邱巍.可分凸二次规划的不可行内点算法[J].武汉大学学报(自然科学版),2000,46(5):531-534. 被引量:5
  • 3张明望,黄崇超.框式凸二次规划的原始-对偶不可行内点算法[J].工程数学学报,2001,18(2):85-90. 被引量:7
  • 4李秀芹,苗巧云.凸二次规划的不可行内点算法[J].曲阜师范大学学报(自然科学版),1997,23(3):35-41. 被引量:1
  • 5Karmarkar N. A new polynomial-time for linear programmingl[J]. Combinatorica, 1984,4(4) :373-395.
  • 6Bertsimas D, Luo X. On the worst complexity of potential reduction algorithms for linear programming[J]. Mathematical Programming, 1997,77(3): 321 -333.
  • 7Mehrotra S. On the implementation of a primal-dual interior point method[J]. SIAM. J. Optim, 1992,2(4) :576-601.
  • 8Kojima M, Megiddon, Mizuno S. A primal-dual infeasible-interior-point algorithm for linear programming[J]. Mathematical Programming, 1993,61(2) ; 263 - 280.
  • 9Mizuno S. Polynomiality of infeasible-interior-point algorithm for linear programming[J]. Mathematical programming, 1994,67 (1) :109-119.
  • 10Miao J. Two infeasible-interior-point predictor-coorector algorithm for linear programming[J]. SIAM. J.Optim, 1996,6(4) :587-599

二级参考文献5

  • 1[1] Monterio R D C ,Adler I.Interior Path Following Primal-Dual Algorithms.Mathematical programming,1989,44:27-66.[2] Kojma M,Megiddo N ,Mizuno S.A Primal-Dual Infeasible-Interior-Point Algorithm for Linear Programming.Mathematical Programming,1993,61:263-280.
  • 2[3] Wright S J.An Infeasible-Interior-Point Algorithms for Linear Complentarity Problems.Mathematical programming,1994,67:29-51.
  • 3[4] Guder F,Morris J G.Optimal Objective Function Approximation for Separable Convex Quadratic Programming.Mathematical programming,1994,67:133-142.
  • 4[5] Mizuno S.Polynomiality of Infeasible-Interior-Point Algorithm for Linear Programming.Mathematical programming,1994,67:109-119.
  • 5Meng Xu,复旦学报,1999年,38卷,2期,248页

共引文献19

同被引文献13

  • 1陈慧,谷寒雨.线性规划软件包GLPK的分析与应用[J].计算机工程,2004,30(13):69-71. 被引量:7
  • 2杨轶华,吕显瑞,刘庆怀.A Combined Homotopy Infeasible Interior-Point Method for Convex Nonlinear Programming[J].Northeastern Mathematical Journal,2006,22(2):188-192. 被引量:3
  • 3方述诚 S普森普拉.线性优化及扩展理论与算法[M].科学出版社,1994..
  • 4Karmarkar N.A new polynomial-time Algorithm for linear programming[J].Combinatorica,1984,(4):373-395.
  • 5Monteiro Renato D C,ADLER Ilan.Interior path following primal-dual Algorithms.Part I:linear programming[J].Math.Prog.,1989,(44):27-41.
  • 6Kojima M,Megiddo Mizuno S.A primal-dual algorithms for linear programming[J].Math.Prog.,1993,(61):263-280.
  • 7马仲藩.线性规划最新进展[M].北京:科学出版社,1994.
  • 8Bazaraa M S,Shetty C M.Nonlinear Program-ming:Theory and Algorithms[M].New York:Wiley,1979.
  • 9Kojima M,Megidddon,Mizuno S.A primal-dual infeasible-interior-point algorithm for linear program-ming[J].Math.Prog.,1993,61,(2):263-28.
  • 10Mizuno S.Polynomiality of infeasible-interior-point algorithm for linearprogramming[J].Math.Prog.1994,67(1):109-119.

引证文献2

二级引证文献7

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部