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<div id="pf1" class="pf w0 h0" data-page-no="1"><div class="pc pc1 w0 h0"><img class="bi x0 y0 w1 h1" alt="" src="https://static.pudn.com/prod/directory_preview_static/622bc0a83d2fbb00079aed09/bg1.jpg"><div class="t m0 x1 h2 y1 ff1 fs0 fc0 sc0 ls0 ws0">求解二次规划问题的拉格朗</div><div class="c x2 y2 w2 h3"><div class="t m0 x3 h2 y3 ff1 fs0 fc0 sc0 ls0 ws0">日及有效集方法</div></div><div class="t m0 x4 h4 y4 ff2 fs1 fc0 sc1 ls0 ws0">——<span class="ff1">最优化方法课程实验报告</span></div><div class="t m0 x5 h5 y5 ff1 fs2 fc0 sc1 ls0 ws0">学<span class="ff3"> </span>院：数学与统计学院</div><div class="t m0 x5 h5 y6 ff1 fs2 fc0 sc1 ls0 ws0">班<span class="ff3"> </span>级：硕<span class="_ _0"></span> <span class="_ _1"> </span> </div><div class="c x6 y7 w3 h6"><div class="t m0 x0 h5 y8 ff1 fs2 fc0 sc1 ls0 ws0"> <span class="_ _2"></span> <span class="_ _2"></span> <span class="_ _2"></span> </div></div><div class="t m0 x7 h5 y6 ff3 fs2 fc0 sc1 ls0 ws0">2041<span class="_ _3"></span><span class="ff1"> <span class="_ _4"> </span> </span></div><div class="c x8 y9 w3 h7"><div class="t m0 x0 h5 ya ff3 fs2 fc0 sc1 ls0 ws0"> <span class="_ _5"></span> <span class="_ _5"></span><span class="ff1"> <span class="_ _2"></span> </span></div></div><div class="t m0 x9 h5 y6 ff1 fs2 fc0 sc1 ls0 ws0">班<span class="_ _0"></span> <span class="_ _1"> </span> </div><div class="t m0 x5 h5 yb ff1 fs2 fc0 sc1 ls0 ws0">姓<span class="ff3"> </span>名：王彭</div><div class="t m0 x5 h5 yc ff1 fs2 fc0 sc1 ls0 ws0">学<span class="ff3"> </span>号：<span class="ff3">31<span class="_ _6"></span>12054028</span></div><div class="t m0 x5 h5 yd ff1 fs2 fc0 sc1 ls0 ws0">指导教师：阮小娥</div><div class="t m0 x5 h5 ye ff1 fs2 fc0 sc1 ls0 ws0">同<span class="ff3"> </span>组<span class="ff3"> </span>人：钱东东</div></div><div class="pi" data-data='{"ctm":[1.611850,0.000000,0.000000,1.611850,0.000000,0.000000]}'></div></div>
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<div id="pf2" class="pf w0 h0" data-page-no="2"><div class="pc pc2 w0 h0"><img class="bi x0 y0 w1 h1" alt="" src="https://static.pudn.com/prod/directory_preview_static/622bc0a83d2fbb00079aed09/bg2.jpg"><div class="c x0 yf w4 h8"><div class="t m0 xa h9 y10 ff1 fs3 fc0 sc1 ls0 ws0">《最优化方法》课程实验报告</div><div class="t m0 xb h4 y11 ff1 fs1 fc0 sc1 ls0 ws0">求解二次规划问题的拉格朗日</div><div class="t m0 x5 h4 y12 ff1 fs1 fc0 sc1 ls0 ws0">及有效集方法</div><div class="t m0 xc ha y13 ff1 fs4 fc0 sc0 ls0 ws0">摘要</div><div class="t m0 xd hb y14 ff1 fs5 fc0 sc1 ls0 ws0">二次<span class="_ _7"></span>规划<span class="_ _7"></span>师非<span class="_ _7"></span>线性<span class="_ _7"></span>优化<span class="_ _7"></span>中的<span class="_ _7"></span>一种<span class="_ _7"></span>特殊<span class="_ _7"></span>情形<span class="_ _7"></span>，它<span class="_ _7"></span>的目<span class="_ _7"></span>标函<span class="_ _7"></span>数是<span class="_ _7"></span>二次<span class="_ _7"></span>实函<span class="_ _7"></span>数，</div><div class="t m0 xc hb y15 ff1 fs5 fc0 sc1 ls0 ws0">约<span class="_ _7"></span>束<span class="_ _8"></span>函<span class="_ _7"></span>数<span class="_ _8"></span>都<span class="_ _7"></span>是<span class="_ _8"></span>线<span class="_ _7"></span>性<span class="_ _8"></span>函<span class="_ _7"></span>数<span class="_ _8"></span>。<span class="_ _7"></span>由<span class="_ _8"></span>于<span class="_ _7"></span>二<span class="_ _8"></span>次<span class="_ _7"></span>规<span class="_ _8"></span>划<span class="_ _7"></span>比<span class="_ _8"></span>较<span class="_ _7"></span>简<span class="_ _8"></span>单<span class="_ _7"></span>，<span class="_ _8"></span>便<span class="_ _7"></span>于<span class="_ _8"></span>求<span class="_ _7"></span>解<span class="_ _8"></span>（<span class="_ _7"></span>仅<span class="_ _8"></span>次<span class="_ _7"></span>于<span class="_ _8"></span>线<span class="_ _7"></span>性<span class="_ _8"></span>规</div><div class="t m0 xc hb y16 ff1 fs5 fc0 sc1 ls0 ws0">划）<span class="_ _7"></span>，并<span class="_ _7"></span>且一<span class="_ _7"></span>些非<span class="_ _7"></span>线性<span class="_ _7"></span>优化<span class="_ _7"></span>问题<span class="_ _7"></span>可以<span class="_ _7"></span>转化<span class="_ _7"></span>为求<span class="_ _7"></span>解一<span class="_ _7"></span>些列<span class="_ _7"></span>的二<span class="_ _7"></span>次规<span class="_ _7"></span>划问<span class="_ _7"></span>题，<span class="_ _7"></span>因此</div><div class="t m0 xc hb y17 ff1 fs5 fc0 sc1 ls0 ws0">二次<span class="_ _7"></span>规划<span class="_ _7"></span>的求<span class="_ _7"></span>解方<span class="_ _7"></span>法较<span class="_ _7"></span>早引<span class="_ _7"></span>起人<span class="_ _7"></span>们的<span class="_ _7"></span>重视<span class="_ _7"></span>，称<span class="_ _7"></span>为求<span class="_ _7"></span>解非<span class="_ _7"></span>线性<span class="_ _7"></span>优化<span class="_ _7"></span>的一<span class="_ _7"></span>个重<span class="_ _7"></span>要途</div><div class="t m0 xc hb y18 ff1 fs5 fc0 sc1 ls0 ws0">径。<span class="_ _7"></span>二次<span class="_ _7"></span>规划<span class="_ _7"></span>的算<span class="_ _7"></span>法较<span class="_ _7"></span>多，<span class="_ _7"></span>本文<span class="_ _7"></span>仅介<span class="_ _7"></span>绍求<span class="_ _7"></span>解等<span class="_ _7"></span>式约<span class="_ _7"></span>束凸<span class="_ _7"></span>二尺<span class="_ _7"></span>规划<span class="_ _7"></span>的拉<span class="_ _7"></span>格朗<span class="_ _7"></span>日方</div><div class="t m0 xc hb y19 ff1 fs5 fc0 sc1 ls0 ws0">法以及求解一般约束凸二次规划的有效集方法。</div><div class="t m0 xc hb y1a ff1 fs5 fc0 sc0 ls0 ws0">关键字：<span class="sc1">二次规划，拉格朗日方法，有效集方法。</span></div><div class="t m0 xc hc y1b ff3 fs6 fc0 sc1 ls0 ws0">1</div></div></div><div class="pi" data-data='{"ctm":[1.611850,0.000000,0.000000,1.611850,0.000000,0.000000]}'></div></div>
<div id="pf3" class="pf w0 h0" data-page-no="3"><div class="pc pc3 w0 h0"><img class="bi x0 y0 w1 h1" alt="" src="https://static.pudn.com/prod/directory_preview_static/622bc0a83d2fbb00079aed09/bg3.jpg"><div class="c x0 yf w4 h8"><div class="t m0 xe h9 y10 ff1 fs3 fc0 sc1 ls0 ws0">求解二次规划问题的拉格朗日及有效集方法</div><div class="t m0 xf hb y1c ff1 fs5 fc0 sc0 ls0 ws0">【目录】</div><div class="t m0 xc h9 y1d ff1 fs3 fc0 sc1 ls0 ws0">摘要<span class="ff3">........<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>...............<span class="_ _7"></span>......<span class="_ _7"></span>.....1</span></div><div class="t m0 xc h9 y1e ff3 fs3 fc0 sc1 ls0 ws0">1 <span class="ff1">等式约束凸二次规划的解法</span>.........<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>......<span class="_ _7"></span>..<span class="_ _9"></span>3</div><div class="t m0 xc h9 y1f ff3 fs3 fc0 sc1 ls0 ws0">1.1 <span class="ff1">问题描述</span>..........<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>................<span class="_ _7"></span>......<span class="_ _7"></span>.<span class="_ _9"></span>3</div><div class="t m0 xc h9 y20 ff3 fs3 fc0 sc1 ls0 ws0">1.2 <span class="ff1">拉格朗日方法求解等式约束二次规划问题</span>..........<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>..........<span class="_ _7"></span>......<span class="_ _7"></span>......<span class="_ _7"></span>......<span class="_ _7"></span>..3</div><div class="t m0 x10 h9 y21 ff3 fs3 fc0 sc1 ls0 ws0">1.2.1 <span class="ff1">拉格朗日方法的推导</span>...........<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>................3</div><div class="t m0 x10 h9 y22 ff3 fs3 fc0 sc1 ls0 ws0">1.2.2 <span class="ff1">拉格朗日方法的应用</span>...........<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>................4</div><div class="t m0 xc h9 y23 ff3 fs3 fc0 sc1 ls0 ws0">2 <span class="ff1">一般凸二次规划问题的解法</span>.........<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>......<span class="_ _7"></span>..<span class="_ _9"></span>5</div><div class="t m0 xc h9 y24 ff3 fs3 fc0 sc1 ls0 ws0">2.1 <span class="ff1">问题描述</span>..........<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>................<span class="_ _7"></span>......<span class="_ _7"></span>.<span class="_ _9"></span>5</div><div class="t m0 xc h9 y25 ff3 fs3 fc0 sc1 ls0 ws0">2.2 <span class="ff1">有效集法求解一般凸二次规划问题</span>..........<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>....6</div><div class="t m0 x10 h9 y26 ff3 fs3 fc0 sc1 ls0 ws0">2.2.1 <span class="ff1">有效集方法的理论推导</span>...........<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............6</div><div class="t m0 x10 h9 y27 ff3 fs3 fc0 sc1 ls0 ws0">2.2.2 <span class="ff1">有效集方法的算法步骤</span>...........<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............8</div><div class="t m0 x10 h9 y28 ff3 fs3 fc0 sc1 ls0 ws0">2.2.3 <span class="ff1">有效集方法的应用</span>...........<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.....<span class="_ _7"></span>..<span class="_ _9"></span>9</div><div class="t m0 xc h9 y29 ff3 fs3 fc0 sc1 ls0 ws0">3 <span class="ff1">总结与体会</span>.........<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>...............<span class="_ _7"></span>......10</div><div class="t m0 xc h9 y2a ff3 fs3 fc0 sc1 ls0 ws0">4 <span class="ff1">附录</span>.........<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>..........<span class="_ _7"></span>......<span class="_ _7"></span>....10</div><div class="t m0 xc h9 y2b ff3 fs3 fc0 sc1 ls0 ws0">4.1 <span class="ff1">拉格朗日方法的<span class="_ _a"> </span></span>matlab<span class="_ _a"> </span><span class="ff1">程序</span>....<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>......<span class="_ _7"></span>......<span class="_ _7"></span>......<span class="_ _7"></span>..10</div><div class="t m0 xc h9 y2c ff3 fs3 fc0 sc1 ls0 ws0">4.2 <span class="ff1">有效集方法的<span class="_ _a"> </span></span>Matlab<span class="_ _a"> </span><span class="ff1">程序</span>.....<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>.............<span class="_ _9"></span>..................<span class="_ _7"></span>....1<span class="_ _9"></span>1</div><div class="t m0 x11 hc y1b ff3 fs6 fc0 sc1 ls0 ws0">2</div></div><a class="l" rel='nofollow' onclick='return false;'><div class="d m1"></div></a><a class="l" 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二次规划问题