English

运筹学学报 ›› 2010, Vol. 14 ›› Issue (1): 55-65.

• 运筹学 • 上一篇    下一篇

求解凸二次规划问题的一种加权路径跟踪内点算法

金正静, 白延琴, 韩伯顺   

  • 出版日期:2010-03-15 发布日期:2010-03-15

A Weighted-Path-Following Interior-Point Algorithm for Convex

JIN Zheng-Jing, BAI Yan-Qin, HAN Bo-Shun   

  • Online:2010-03-15 Published:2010-03-15

被引次数

5

摘要： 基于Darvay提出用加权路径跟踪 内点算法解线性规划问题的相关工作,本文致力于将此算法推广于 解凸二次规划问题,并证明此算法具有局部二次收敛速度和目前所知的最好的多项式时间算法复杂性.

Abstract: Inspired by Darvay's work that developed a weighted path-following interior point algorithm for solving Linear Programming, we extend in this paper the algorithm of Darvay to solve convex quadratic optimization problem and show that this algorithm has local quadratic convergence rate and the favorable polynomial complexity bound.