摘要
本文给出了求解一类凸二次规划问题的新算法。这种算法既保留了传统算法的优点,又避免了其它算法中出现的添加人工变量过多、循环等问题。算例表明,这种算法是简便而有效的。
In this paper, a new algorithm for a kind of convex quadratic programming is introduced. The new algorithm keeps the advantages of traditional algorithms. Meanwhile, it avoids some problems, such as, cycling, introducing too many artificial variables during transforming. A numerical computation shows that the new algorithm is concise and effective.
出处
《运筹与管理》
CSCD
2006年第5期39-43,共5页
Operations Research and Management Science
基金
陕西省教育厅专项科研资助项目(03jk065)
西安建筑科技大学基础研究基金资助项目(DD12006)
关键词
二次规划
KUHN-TUCKER条件
最大正互补变量规则
operations research
quadratic programming
Kuhn - Tucker conditions
the rule of maximal complementary positive variable
