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Explicit Surrogate Dual Formulation and Algorithm for Quadratic Programming

机译:二次编程的明确代理双重配方与算法

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There are some characteristics in the surrogate dual for mathematical programming, such as the quasi concavity of the objective function of the dual problem, the surrogate multipliers in the simplex, i.e. ∑ from i=1 to m of (λ_i = 1), which give much convenient conditions for constructing algorithms for solving the surrogate dual problem. In the theory of surrogate dual, the objective function is expressed only in implicit form, which may bring difficulties to the numerical treatment. In this paper a novel approach on the explicit form of surrogate dual problem, quasi active set and interior point algorithm is presented to solve quadratic programming problem, and some quadratic programming problems are constructed to verify the approach.
机译:代理双重的数学编程存在一些特征,例如双问题的目标函数的准凹陷,代理乘法器在单纯形中,即σ从i = 1到m(λ_i= 1),这给了构建替代双重问题的构建算法的方便条件。在代理双重理论中,目标函数仅以隐含形式表示,这可能会带来数值治疗的困难。在本文中,提出了一种关于代理双问题的显式形式的新方法,提出了求解二次编程问题,并且构造了一些二次编程问题以验证方法。

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