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求解凸二次规划问题的一种方法 被引量:1

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摘要 考虑已提出的求解不等式约束的凸二次规划问题的势下降内点算法中引入势函数的投影最速下降方向 ,同样得到一个混合算法 ,该混合算法能在保持原算法全局收敛的同时减少原算法计算量 。
作者 廖文军 陈忠
出处 《石油天然气学报》 CAS CSCD 北大核心 2004年第S1期149-150,共2页 Journal of Oil and Gas Technology
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  • 1郑小鸣,邹自德.单纯形法的旋转迭代算法在二次规划中的应用[J].系统工程,2005,23(6):123-125. 被引量:1
  • 2Shi Yixun.On the projected descent direction methods for solving convex programming problems[J].Parallel & Scientific Computations,2003,11:445-456.
  • 3Kortanek K O,Potra F,Ye Y.On some efficient interior point methods for nonlinear convex programming[J].Linear Algebra And Its Applications,1991,152:169-189.
  • 4Kuhn H W,Tucker A W.Nonlinear programming[A].Proceedings of the second Berkeley Symposium on Mathematical Statistics and Probability[C].Berkeley:Univ.of California Press,1957:481-492.

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