一个求解箱约束二次规划的非内点预估校正算法

A Non-interior Predictor-corrector Path Following Method for Convex Quadratic Programming Problems with Bound Constraints

利用Chen-Harker-Kanzow-Smale光滑技术,给出了一个求解箱约束二次规划的预估校正的算法,它是Xu's方程的进一步研究,它的思想是将问题的K-T条件转化成一组光滑的等式,再用预估校正方法求解.同现存的算法相比,该算法具有较快的收敛速度,且所需的条件相对较弱.本文改进了该领域内的一些最新结果.

In this paper,a predictor-corrctor method has been presented based on the Chen-Harker-Kanzow-Smale smoothing technique for convex quadratic programming problems with bound constraints.It is the further study of Xu s method.The main idea is to convert the K-T condition of the problem to a system of smooth equation,then we solve it by predictor-corrector method.Under mild condition,global convergent and local quadratic convergence is obtained.It has a relative fast convergence compared to the methods availabl...