凸二次规划的Predictor－Corrector算法

AN INTERIOR POINT METHOD FOR CONVEX QUADRATIC PROGRAMMING BASED ON PREDICTOR-CORRECTOR PROCEDURE

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摘要考虑凸二次规划问题，给出了一个新的算法。 A new algorithm for convex quadratic programming, which is an interiorpoint method based on the predictor-corrector procedure is given. It is shown that this algo-rithm requries O()iterations,and the total complexity is O(n￣(3,5)L).

作者郭田德

机构地区曲阜师范大学数学系

出处《曲阜师范大学学报（自然科学版）》 CAS 1995年第2期1-6,共6页 Journal of Qufu Normal University(Natural Science)

关键词凸二次规划 P-C算法线性规划内点算法 Convex quadratic programming predictor-corrector algorithm interiorpoint algorithm primal-dual complexity

分类号 O221.1 [理学—运筹学与控制论]

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曲阜师范大学学报（自然科学版）

1995年第2期

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