A Canonical Duality Approach for Linearly Constrained Quadratic Programming

摘要：

This paper gives a canonical duality approach for the linearly constrained quadratic programming. Based on the recently developed canonical duality approach, we solve iteratively relaxed canonical dual programs and get a serial of feasible points for the quadratic programming, which converges to a Karush-Kuhn-Tucker point with strictly decreasing objective value.

关键词： canonical duality approach quadratic programming algorithm

作者: Wenxun Xing Shu-Cherng Fang Ruey-Lin Sheu

作者单位: Department of Mathematical Sciences, Tsinghua University, Beijing, China Department of Industrial Engineering, North Carolina State University, USA Department of Mathematics, National Cheng Kung University, Taiwan

会议类型: 国际会议

会议名称: The First World Congress on Global Optimization in Engineering & Science(第一届工程与科学全局优化国际会议 WCGO2009)

会议地点: 长沙

会议语种:英文

页码: 67-74

在线出版日期: 2009-06-01（万方平台首次上网日期，不代表论文的发表时间）