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Quadratic-programming-problem

于 2015-04-13 发布 文件大小:98KB
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  二次规划师非线性优化中的一种特殊情形,它的目标函数是二次实函数,约束函数都是线性函数。由于二次规划比较简单,便于求解(仅次于线性规划),并且一些非线性优化问题可以转化为求解一些列的二次规划问题,因此二次规划的求解方法较早引起人们的重视,称为求解非线性优化的一个重要途径。二次规划的算法较多,本文仅介绍求解等式约束凸二尺规划的拉格朗日方法以及求解一般约束凸二次规划的有效集方法。(Quadratic nonlinear optimization planners in a special case, its real objective function is a quadratic function, constraint functions are linear functions. Because of quadratic programming is relatively simple and easy to solve (after linear programming), and some non-linear optimization problem can be transformed into solving quadratic programming problems some columns, solving quadratic programming method therefore attracted attention earlier, saying an important way for solving nonlinear optimization. More quadratic programming algorithm, this paper describes only two feet Solving the Equality Constrained Convex Programming effective Lagrangian method and set method for solving general constrained convex quadratic programming.)

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