QUADRATIC PROGRAMMING ALGORITHM USING CONJUGATE SEARCH DIRECTIONS

被引：12

作者：

BENVENISTE, R

机构：

[1] Imperial College, University of London, London

来源：

MATHEMATICAL PROGRAMMING | 1979年 / 16卷 / 01期

关键词：

Conjugate Directions; Quadratic Programming; Reduced Gradient; Transformation of Search Directions; Transportation Problem;

D O I：

10.1007/BF01582094

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

A quadratic programming algorithm is presented, resembling Beale's 1955 quadratic programming algorithm and Wolfe's Reduced Gradient method. It uses conjugate search directions. The algorithm is conceived as being particularly appropriate for problems with a large Hessian matrix. An experimental computer program has been written to validate the concepts, and has performed adequately, although it has not been used on very large problems. An outline of the solution to the quadratic capacity-constrained transportation problem using the above method is also presented. © 1979 The Mathematical Programming Society.

引用

页码：63 / 80

页数：18

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[7]

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[8]

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