摘要
The explicit formulation of the surrogate dual of quadratic programming is given in this paper, and the condition on which no gap will occur between the primal and the dual is found by using Karush-Kuhn-Tucker conditions. Karmarkar ’ s algorithm is used to solve the surrogate dual problem. Numerical examples show the algorithm proposed robust and stable.
The explicit formulation of the surrogate dual of quadratic programming is given in this paper, and the condition on which no gap will occur between the primal and the dual is found by using Karush-Kuhn-Tucker conditions. Karmarkar ' s algorithm is used to solve the surrogate dual problem. Numerical examples show the algorithm proposed robust and stable.
出处
《数值计算与计算机应用》
CSCD
北大核心
1998年第2期144-152,共9页
Journal on Numerical Methods and Computer Applications
