求解大规模带二次简单约束的二次规划的显式自调比投影收缩算法  

A SELF-ADAPT PROJECTION CONTRACTION METHOD SOLVING LARGE-SCALE QUADRATIC PROGRAMMING WITH SIMPLE QUADRATIC CONSTRAINT

作　　者：胡国雷[1] 

机构地区：[1]南京邮电学院应用数学系,南京210003

出　　处：《高等学校计算数学学报》2001年第4期378-384,共7页Numerical Mathematics A Journal of Chinese Universities

摘　　要：In this paper, a new self-adapt projection contraction method solving the quadratic programming is established. We give a self-adapt rule for parameter .The solution of the problem is obtained after steady changing parameter . The numerical results show that this algorithm is very effective, especially for large-scale problem, and the precision is improved.In this paper, a new self-adapt projection contraction method solving the quadratic programming is established. We give a self-adapt rule for parameter .The solution of the problem is obtained after steady changing parameter . The numerical results show that this algorithm is very effective, especially for large-scale problem, and the precision is improved.

关 键 词：二次简单约束 二次规划 投影收缩算法 牛顿法 自调比方法 收敛性 

分 类 号：O221.1[理学—运筹学与控制论]