解二次规划代理对偶问题的内点法

An interior point method for solving surrogate dual problem of quadratic programming

简述了二次规划的代理对偶问题，同时构造了一种基于Ｋａｒｍａｒｋａｒ的解线性规划的投影尺度变换的解对偶问题的方法，算例表明方法可行．

This paper constructs a new method for solving the surrogate dual problem of quadratic programming by using Karmarkar's projective scaling transformation for linear programming. Numerical examples show that the algorithm is stable and efficient.