求解等式约束的二次规划问题

One Method for Equality Constrained Quadratic Programming

我们在此文中利用一类解决亚定相容线性等式与不等式组的直接方法，提出了一求解等式约束的二次规划问题的算法，讨论了算法的良好性质，实现步骤及收敛性，数值结果表明了算法的有效性。

n this paper,We use a class of algorithms for solving both linear inequalityand linear equality systems,present a algorithm to solve a quadratic programming prob-lem,some theoretical properties of corresponding algorithm are also disscussed.