MINQ8:一般定界和边界约束的不定二次规划

MINQ8: general definite and bound constrained indefinite quadratic programming

Computational Optimization and Applications · 2017
被引 28
ABS 3

中文导读

提出了三种新算法,分别用于边界约束二次规划的局部优化、一般定界二次规划的求解,以及寻找满足线性方程和不等式的点或不可行性证明,并在Matlab中实现和测试。

Abstract

We propose new algorithms for (i) the local optimization of bound constrained quadratic programs, (ii) the solution of general definite quadratic programs, and (iii) finding either a point satisfying given linear equations and inequalities or a certificate of infeasibility. The algorithms are implemented in Matlab and tested against state-of-the-art quadratic programming software.

二次规划数学优化算法软件