摘要
给出了求解二次规划的一种 Karmarkar 变型算法,证明了它的收敛性,建立起一种线性收敛速度。
A variant of Karmarkar's algorithm is presented to solve qua-dratic programming problems, of which the convergence is proved with alinear rate of convergence established.
基金
冶金部教育司基础理论科研基金
关键词
二次规划
QR分解
K算法
Karmarkar's algorithm
quadratic programming
QR factorization
