求解一类等式约束二次规划问题的交替变量极小化方法  

Alternating minimization with multiplier methods for a special quadratic programming problems with equality constraints

作　　者：郝欢欢 任孚鲛[1] HAO Huan-huan;REN Fu-jiao(Department of Mathematics, Taiyuan Normal University, Shanxi 030619, China)

机构地区：[1]太原师范学院数学系,山西030619

出　　处：《天津理工大学学报》2018年第2期39-44,共6页Journal of Tianjin University of Technology

基　　金：国家自然科学基金(11371275)

摘　　要：本文针对一类特殊的等式约束二次规划问题,提出带有乘数的交替变量极小化方法.比较了一般的交替方向乘子算法与交替变量极小化算法在解决这类特殊的等式约束二次规划问题时的异同.并研究了这种特殊交替变量极小化算法的收敛性,给出了该方法的渐进收敛率.In this paper,we consider the special alternating minimization with multiplier methods apply to special quadratic programming problems with equality constraints,some general methods are discussed to solve the special quadratic programming problems with equality constraints,we also discuss that the rigorous convergence analysis of this methods.Finally,we estimate the corresponding asymptotic convergence rate of the special methods.

关 键 词：等式约束二次规划 可解性 迭代法 收敛性 渐进收敛率 

分 类 号：O241.6[理学—计算数学]