new_sqp

所属分类:搜索引擎
开发工具:matlab
文件大小:6KB
下载次数:64
上传日期:2009-03-04 13:43:44
上 传 者wangkitty
说明:  通过对经典的lemke互补转轴算法求解含有等式约束的凸二次规划问题的分析,发现所得到的线性互补问题(lcp)可能是退化的.由lemke算法求解(lcp)问题的迭代过程,通过六个命题说明了含有等式约束的凸二次规划问题对应的(lcp)问题退化的原因,并对经典的lemke算法的迭代过程进行修正,提出了一种改进的lemke算法,这种算法能有效地搜索到含等式约束凸二次规划问题的最优解.
(Through the classic Lemke complementarity algorithm shaft containing the convex equality constrained quadratic programming problem of the analysis, we found by the linear complementarity problem (lcp) may be degraded. Algorithm by Lemke (lcp) of the iterative process of questions, through the six propositions that contain equality constraints of convex quadratic programming problem corresponding to (lcp) questions the reasons for degradation of the classic Lemke algorithm iterative process amendments put forward an improved Lemke algorithm can effectively containing english convex equality constrained quadratic programming problem of the optimal solution.)

文件列表:
new_sqp\n_sqp.m (22024, 2008-04-02)
new_sqp (0, 2009-03-04)

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