手机知网 App
24小时专家级知识服务
打 开
手机知网|搜索

边界约束凸二次规划问题的予校正内点法

魏紫銮

  A predictor-correct interior point method is presented for solving convex quadraticprogramming problem with box constraints in this paper. Actually, the method isequivalent to solve a system of equations-the first order optimality conditions of theproblem by decomposing one Newton step with one simplified Newton step, and hasa nice convergent property with high order. Moreover, the center direction generatedby introducing the barrier parameter is used to correct the descent Newton directionsuch that the search direction which consists of the center and Newton direction avoidshitting the board of the feasible region. Therefore, the iterative sequence generated bythe algorithm is remained inside of the feasible region and converges to the optimalsolution. The numerical results for a group of test problems are also given, and haveshown that the algorithm works very efficiently.……