关于二次规划问题的一个新算法.pdfVIP

维普资讯 第 16卷第 1期 青 岛 大 学 学 报 URNAL 0FOINGDAO UNIVERSm ZOO1年 3月 文章编号：1006—9798(2OOl】Ol一0023-06 A NEW ALGORITHM FoR QUADRATICPROGRAMMINGPROBLEM ShaoXianxi (ForeignTradeDepartment，QingdaoUniversity，Qingdao266071，P-R．China) Abstract：A quadraticprogrammingalgorithm waspresentedwithArmijoslinesearch·For genera1quadraticprogramming．thealgorithm eitherconvergestoaKuhn—Tuckerpointof Dr0blem infinitesteps，orgeneratesinfinitepointsequencesuchthatanyfiniteclusterpomt istheKuhn—Tuckerpointofproblem．Forstrictlyconvexquadraticprogramming·thealgo— rithm hasfiniteconvergence． Kevw0rds：Armijoslinesearch；quadraticprogramming；finiteconvergence CLCnumber：022L2 DocumentCode：A Considerthe generalquadratic programm ing INTRoDUCTIoN problem Quadraticprogrammingproblem isoneofthe (QP) minq()， ∈ S most simple nonlinear programming problems· whereS一 { ∈R fn = b．J∈ ；n ≤ which notonlyhasitssourceinpracticebutalsou— b，，J∈ M＼M )，M isafiniteindexset·ⅡJ∈ suallyappearsin thealgorithm ofnonlinearpro— R ( ∈ M )，b ∈ R ( ∈ M )， grammingproblem．In 1960s．quadraticprogram— 1 q()一÷ Gx+ ming algorithm was constructed by the simplex whereG is × nsymmetricmatrix，g ∈ R ． methodoflinearprogramming．In 1970s，theac—