关于凸二次规划的一种算法

A New Algorithm for Convex Quadratic Programming

在本文中:1)提出了求解凸二次规划的一种算法;2)给出两个算例,它们表明该算法优于Wolfe算法和Lemke互补转轴算法;3)作为二次规划的特殊情形,一种求解线性规划的有效算法被给出,并且与单纯形法进行了比较.

This paper gives the analysis and a new algorithm for convex quadratic programming are given with two examples. As a special case, It also gives a new algorithm for linear programming and the comparison with simplex Method.