运筹学学报
運籌學學報
운주학학보
OR TRANSACTIONS
2010年
1期
55-65
,共11页
运筹学%凸二次规划%小步校正算法%纯Newton步%加权路径跟踪内点算法%多项式时间算法复杂性
運籌學%凸二次規劃%小步校正算法%純Newton步%加權路徑跟蹤內點算法%多項式時間算法複雜性
운주학%철이차규화%소보교정산법%순Newton보%가권로경근종내점산법%다항식시간산법복잡성
Operations research%convex quadratic optimization%small-update method%full-Newton step%weighted-path-following interior point algorithm%polynomial complex-ity
基于Daxvay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.
基于Daxvay提齣用加權路徑跟蹤內點算法解線性規劃問題的相關工作,本文緻力于將此算法推廣于解凸二次規劃問題,併證明此算法具有跼部二次收斂速度和目前所知的最好的多項式時間算法複雜性.
기우Daxvay제출용가권로경근종내점산법해선성규화문제적상관공작,본문치력우장차산법추엄우해철이차규화문제,병증명차산법구유국부이차수렴속도화목전소지적최호적다항식시간산법복잡성.
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.
