摘要
提出了一种求解二次规划的新算法，该算法采用单调性分析技术建立起作用约束集，将一般二次规划问题转化成为等式约束二次规划问题，并用简约梯度法的思想求解之，通过解一系列的等式约束问题去逼近原问题的最优解。考核结果表明，该算法及相应的软件是成功的。
A new algorithm for solving quadratic programming is presented.For this algorithm,the ordinary quadratic programming problem is converted into one of equality constraint byan action constraint set obtained fom a monotonicity analysis. A series of equality constraintquadratic programming problems is then solved with the basic idea of reduced gradientmethod and the ootimal solution is approached.It has been proved by test that the new algo-rithm and the software RGQP developed are useful.
出处
《华中理工大学学报》
CSCD
北大核心
1995年第A01期67-70,共4页
Journal of Huazhong University of Science and Technology
关键词
二次规划
单调性分析
最优设计
程序设计
quadratic programming
action constaint set
monotonicity analysis
optimiza-tion
