一个求解二次规划的算法

高旅端, 杨中华. 一个求解二次规划的算法[J]. 北京工业大学学报, 1999, 25(4): 29-34.

引用本文:

高旅端, 杨中华. 一个求解二次规划的算法[J]. 北京工业大学学报, 1999, 25(4): 29-34.

Gao Luduan, Yang Zhonghua. An Algorithm for Solving Quadratic Programming[J]. Journal of Beijing University of Technology, 1999, 25(4): 29-34.

Citation:

Gao Luduan, Yang Zhonghua. An Algorithm for Solving Quadratic Programming[J]. Journal of Beijing University of Technology, 1999, 25(4): 29-34.

An Algorithm for Solving Quadratic Programming

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.

Abstract: 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.

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