An interior-point algorithm for large-scale quadratic problems with box constraints
An interior-point algorithm for large-scale quadratic problems with box constraints
复制标题
具有框约束的大规模二次问题的内点算法
DOI：
--
复制
发表时间：
1990
期刊：
影响因子：
--
通讯作者：
C. Han
中科院分区：
文献类型：
--
作者：
P. Pardalos;Y. Ye;C. Han
我们目前的计算经验与边界点算法的大规模二次规划问题的框约束。该算法总共需要O（nL）次迭代，其中L是问题的输入数据的大小，每次迭代需要O（n 3）次算术运算。该算法已实现使用矢量化和测试的IBM 3090- 600 S计算机与矢量设施。计算结果表明，该算法的效率取决于一个适当的选择参数。计算结果与各种大规模的问题，包括障碍问题的例子，。
We present computational experience with an interior-point algorithm for large-scale quadratic programming problems with box constraints. The algorithm requires a total of O(√nL) number of iterations, where L is the size of the input data of the problem, and O(n 3) arithmetic operations per iteration. The algorithm has been implemented using vectorization and tested on an IBM 3090-600S computer with vector facilities. The computational results suggest that the efficiency of the algorithm depends on an appropriate choice of parameters. Computational results with various large-scale problems, including examples of obstacle problems, are presented.