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可分凸二次规划的不可行内点算法 被引量:5

An Infeasible-Interior-Point Algorithms for Separable Convex Quadratic Programming
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摘要 给出了可分凸二次规划的不可行内点算法 ,并证明了该算法在 O(n2 L )次迭代之后 ,或者收敛到问题的一个近似最优解 ,或者说明该问题在某个较大区域内无最优解 . An infeasible- interior- pointalgorithm for separable convex quadratic programming is given, the result is:after O( n2 L ) - iterations,the algorithm obtains an approximate optimal solution or detects that there is no optimal solution in a large rigion.
出处 《武汉大学学报(自然科学版)》 CSCD 2000年第5期531-534,共4页 Journal of Wuhan University(Natural Science Edition)
关键词 可分凸二次规划 内点算法 多项式算法 separable convex quadratic programming interior point polynomial- time algorithm algorithm
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参考文献4

  • 1[1] Monterio R D C ,Adler I.Interior Path Following Primal-Dual Algorithms.Mathematical programming,1989,44:27-66.[2] Kojma M,Megiddo N ,Mizuno S.A Primal-Dual Infeasible-Interior-Point Algorithm for Linear Programming.Mathematical Programming,1993,61:263-280.
  • 2[3] Wright S J.An Infeasible-Interior-Point Algorithms for Linear Complentarity Problems.Mathematical programming,1994,67:29-51.
  • 3[4] Guder F,Morris J G.Optimal Objective Function Approximation for Separable Convex Quadratic Programming.Mathematical programming,1994,67:133-142.
  • 4[5] Mizuno S.Polynomiality of Infeasible-Interior-Point Algorithm for Linear Programming.Mathematical programming,1994,67:109-119.

同被引文献24

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  • 6Kojima M, Megiddon, Mizuno S. A primal-dual infeasible-interior-point algorithm for linear programming[J]. Mathematical Programming, 1993,61(2) ; 263 - 280.
  • 7Mizuno S. Polynomiality of infeasible-interior-point algorithm for linear programming[J]. Mathematical programming, 1994,67 (1) :109-119.
  • 8Miao J. Two infeasible-interior-point predictor-coorector algorithm for linear programming[J]. SIAM. J.Optim, 1996,6(4) :587-599
  • 9MEHROTRA S. On the implementation of a primal-dual interior point method [J]. SIAM J Optim, 1992,2 (4):576-601.
  • 10KOJIMA M,MEGIDDO N,MIZUNO S. A primal-dual infeasible-interior-point algorithm for linear programming [J]. Mathematical Programming, 1993,61 (2): 263-280.

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