The explicit formulation of the surrogate dual of quadratic programming is given in this paper, and the condition on which no gap will occur between the primal and the dual is found by using Karush-Kuhn-Tucker conditi...The explicit formulation of the surrogate dual of quadratic programming is given in this paper, and the condition on which no gap will occur between the primal and the dual is found by using Karush-Kuhn-Tucker conditions. Karmarkar ’ s algorithm is used to solve the surrogate dual problem. Numerical examples show the algorithm proposed robust and stable.展开更多
文摘The explicit formulation of the surrogate dual of quadratic programming is given in this paper, and the condition on which no gap will occur between the primal and the dual is found by using Karush-Kuhn-Tucker conditions. Karmarkar ’ s algorithm is used to solve the surrogate dual problem. Numerical examples show the algorithm proposed robust and stable.
