求解凸二次规划问题的势下降内点算法  

POTENTIAL-REDUCTION INTERIOR-POINT ALGORITHM FOR CONVEX QUADRATIC PROGRAMMING PROBLEMS

作　　者：梁昔明[1] 

机构地区：[1]中南大学信息科学与工程学院自动化所,长沙410083

出　　处：《高等学校计算数学学报》2002年第1期81-86,共6页Numerical Mathematics A Journal of Chinese Universities

摘　　要：A potential reduction interior point algorithm is proposed for the solution of convex quadratic programming problems. At each step of the algorithm, a system of linear equations is solved to get a search direction and the Armijo’s rule is used to determine a stepsize. It is proved that the proposed algorithm is globally convergent and numerical experiments are made.A potential reduction interior point algorithm is proposed for the solution of convex quadratic programming problems. At each step of the algorithm, a system of linear equations is solved to get a search direction and the Armijo's rule is used to determine a stepsize. It is proved that the proposed algorithm is globally convergent and numerical experiments are made.

关 键 词：凸二次规划 势下降内点算法 迭代算法 全局收敛性 

分 类 号：O221.2[理学—运筹学与控制论]