摘要
利用Kuhn-Tucker定理,推广了解决线性规划问题的Dantzig-Wolfe分解方法,提出了一种新的求解具有原方块角形结构的大规模二次规划问题的二级方法.该方法的高级问题是一个二次规划问题,而低级子问题是若干个小规模的线性规划问题.文中还给出了数值算例,运算结果验证了本算法的有效性.
The Dantzig-Wolfe decomposition method for solving linear programs is generalized.A new method is developed for solving large-scale quadratic programming with coupled-block diagonal structure.This method splits the primal problem into two parts,a master problem which is a quadratic programming and several sub-problems which are linear programmings.The numerical examples are also given,and the results show that the new algorithm works very efficiently.
出处
《西南民族大学学报（自然科学版）》
CAS
2006年第5期888-892,共5页
Journal of Southwest Minzu University(Natural Science Edition)
基金
国家统计局重点项目(基金编号:LX2005-20)
