{"title":"线性约束和盒形约束下的凸二次最小化","authors":"S. Stefanov","doi":"10.1155/S168712000402009X","DOIUrl":null,"url":null,"abstract":"We consider the problem of minimizing a convex quadratic function over a region defined by a linear equality or inequality constraint and two-sided bounds on the variables (box constraints) in R n . Such problems are interesting from both theoretical and practical points of view because they arise as subproblems of some mathematical programming problems as well as in various practical problems. Polynomial algorithms are proposed for solving problems of this form and their convergence is proved. Some examples and results of numerical experiments are also presented.","PeriodicalId":89656,"journal":{"name":"Applied mathematics research express : AMRX","volume":"7 1","pages":"17-42"},"PeriodicalIF":0.0000,"publicationDate":"2004-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"34","resultStr":"{\"title\":\"Convex Quadratic Minimization Subject to a Linear Constraint and Box Constraints\",\"authors\":\"S. Stefanov\",\"doi\":\"10.1155/S168712000402009X\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We consider the problem of minimizing a convex quadratic function over a region defined by a linear equality or inequality constraint and two-sided bounds on the variables (box constraints) in R n . Such problems are interesting from both theoretical and practical points of view because they arise as subproblems of some mathematical programming problems as well as in various practical problems. Polynomial algorithms are proposed for solving problems of this form and their convergence is proved. Some examples and results of numerical experiments are also presented.\",\"PeriodicalId\":89656,\"journal\":{\"name\":\"Applied mathematics research express : AMRX\",\"volume\":\"7 1\",\"pages\":\"17-42\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2004-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"34\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied mathematics research express : AMRX\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1155/S168712000402009X\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied mathematics research express : AMRX","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1155/S168712000402009X","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Convex Quadratic Minimization Subject to a Linear Constraint and Box Constraints
We consider the problem of minimizing a convex quadratic function over a region defined by a linear equality or inequality constraint and two-sided bounds on the variables (box constraints) in R n . Such problems are interesting from both theoretical and practical points of view because they arise as subproblems of some mathematical programming problems as well as in various practical problems. Polynomial algorithms are proposed for solving problems of this form and their convergence is proved. Some examples and results of numerical experiments are also presented.