| 一类等式约束下的凸二次规划的共轭梯度算法 |
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| 引用本文： | 高娟,徐裕生.一类等式约束下的凸二次规划的共轭梯度算法[J].重庆工学院学报,2009,23(3):101-104. |
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| 作者姓名： | 高娟 徐裕生 |
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| 作者单位： | 西安建筑科技大学理学院; |
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| 基金项目： | 陕西省教育厅专项科研资助项目(03jk065);;西安建筑科技大学基础研究基金资助项目(DD12006) |
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| 摘 要： | 提出了等式约束下凸二次规划问题的新算法.该算法利用增广Lagrange函数将该约束问题转化为无约束问题,保留了共轭梯度法和乘子法的优点,避免了其他算法中对初始点的苛刻要求,也不需要计算二阶导数.数值算例表明,该算法是可行有效的.
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| 关 键 词： | 凸二次规划 共轭梯度法 增广Lagrange函数 等式约束 无约束 |
Conjugate Gradient Algorithm for a Kind of Convex Quadratic Programming under Equality Constraints |
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| GAO Juan,XU Yu-sheng.Conjugate Gradient Algorithm for a Kind of Convex Quadratic Programming under Equality Constraints[J].Journal of Chongqing Institute of Technology,2009,23(3):101-104. |
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| Authors: | GAO Juan XU Yu-sheng |
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| Affiliation: | School of Science;Xi'an University of Architecture and Technology;Xi'an 710055;China |
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| Abstract: | In this paper,a new algorithm for a kind of convex quadratic programming under the equality constraints is introduced.This algorithm uses augmented Lagrange function to transform this restraint question into the Non-Constraint Question,retains the merits of conjugate gradient method and the multiplier method,avoids the rigorous requirements of other algorithms for initial point,and needs not to calculate second time derivative.Examples of numerical value examination indicate that this algorithm is feasible ... |
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| Keywords: | convex quadratic programming conjugate gradient method augmented Lagrange function equality constraints unconstrained |
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