摘要
给出一种求解具有线性不等式约束的二次规划问题的变尺度法.这种方法具有存贮量少和算法稳定等优点。
A variable metric algorithms for the quadratic programming with the linear inequalities is given. This method not only the reduce computational times and the computer storages, but also terminates in a finite steps.
关键词
二次规划
ABS方法
变尺度法
规划论
quadratic programming
ABS method
variable metric algorithms
K-T conditions