严格凸二次规划的Cholesky预处理

The Preconditioning of Strict Convex Quadratic Programming

文章主要讨论了严格凸二次规划的求解,结合Cholesky分解思想,对严格凸二次规划问题进行了预处理,并且通过数值试验对预处理前后的二次规划的求解进行了比较。

This paper studies the strict convex quadratic programming. At first, the strict convex quadratic programming is pre-processed by Cholesky decomposition. Numerical results for strict convex quadratic programming and preconditioned strict convex quadratic programming are given. These results show that the preconditioning is effective.