求解凸二次规划问题的一个改进内点算法  

An improved interior algorithm for quadratic programs

作　　者：陈玉[1] 

机构地区：[1]湖南商学院信息系,湖南长沙410205

出　　处：《湖南科技学院学报》2006年第11期94-95,共2页Journal of Hunan University of Science and Engineering

摘　　要：本文对一类利用对数障碍函数法求解凸二次规划问题的内点算法进行了改进,使得改进后的算法在每次迭代中只需考虑目标函数Hesse阵的部分信息,该算法结构简单、计算量小,而且通过数值测试验证了此方法的有效性。In this paper, an interior point approach is presented for the convex quadratic programs problem by using the logarithmic barrier function method, This algorithm only needs to solve one quadratic programs sub-problem with equality constraints per iteration and only considers a part of information about Hesse matrix. Finally, computational results show the proposed method is promising.

关 键 词：凸二次规划 对数障碍函数法 内点法 

分 类 号：O221[理学—运筹学与控制论]