二次规划的代理对偶问题及其解法  

SURROGAfE DUAL PROBLEM OF QUADRATIC PROGRAMMING AND THE ALGORITHM

作　　者：李兴斯[1] 宣兆成[1] 

机构地区：[1]大连理工大学工业装备结构分析国家重点实验室

出　　处：《数值计算与计算机应用》1998年第2期144-152,共9页Journal on Numerical Methods and Computer Applications

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.

关 键 词：二次规划 代理对偶 KARMARKAR算法 

分 类 号：O221[理学—运筹学与控制论]