一个二次规划问题的高阶收敛算法

A Higher Order Convergence Algorithm for Quadratic Programming Problems

利用凝聚函数对二次规划问题的等价形式进行带参数的磨光,并对参数方程的解曲线进行离散化追踪,在适当的条件下,证明了该算法具有大范围线性收敛和局部任意阶收敛.

The present paper proposes a non-interior continuation method for solving quadratic programming problems .The new algorithm follows the smoothing path generated by the smoothing equations via aggregate function ,and is proved that is of global linear and local r-th order convergence under suitable assumptions and condition ,when r>0 is any fixed integer.