%0 Journal Article
%T A PREDICTOR-CORRECTOR METHOD FOR CONVEX QUADRATIC PROGRAMMING
一个解凸二次规划的预测-校正光滑化方法
%A Ju Lian ZHANG
%A
张菊亮
%A 章祥荪
%J 系统科学与数学
%D 2003
%I
%X In this paper, a smoothing method, which is a generalization of Engelke and Kanzow's smoothing method for linear programming, is presented for convex quadratic programming. The main idea is to convert the K-T condition of the quadratic programming to a system of nonlinear nonsmooth equations. And then we apply Newton-type method to solve its smoothing approximation. Our method is a predictor-corrector method. The global and superlinear convergence of the method is obtained under very mild conditions.
%K Quadratic programming
%K global convergence
%K predictor-corrector smoothing method
%K quadratic convergence
二次规划
%K 全局收敛性
%K 预测-校正光滑化方法
%K 二次收敛性
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=DE661371A94DBB21&yid=D43C4A19B2EE3C0A&vid=EA389574707BDED3&iid=38B194292C032A66&sid=A5111BA190517959&eid=2E41258BCB9A7DB2&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=1&reference_num=12