An Entropy Function Implementation of Quadratic Programming
This paper is intended to describe a new algorithm, which makes entropy function method with Lagrange function and Taylor formula for solving inseparable variables of quadratic programming.Quadratic programming problem are an important in the fields of nonlinear programming problem.Entropy function also called KS function.The nature and related certificate of KS function and its convergence have already been proved at home and abroad.The application of KS function nature for solving quadratic programming is a very good method, and it is one of the advantages of making more constraint programming problem become a single constraint programming problem, and the original problems are simplified.Electing three examples of separated variables for quadratic programming problems, that is cross terms of zero, and then contrasted with the new method.The algorithm resolves implementation of separated variables of quadratic programming.Our numerical experiments show the proposed algorithm is feasible.
Entropy function Quadratic programming Taylor formula Separated variables
Xiao Guang Wang Chun Juan Hou
Beijing University of Technology,College of Mechanical Engineering and Applied Electronics Technolog China University of Petroleum,Beijing,College of Science,Beijing 102249,China
国际会议
上海
英文
2227-2230
2012-10-19(万方平台首次上网日期,不代表论文的发表时间)