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Coordinate transformation when solving of quadratic programming problems

Keywords:

V.A. Bereznev – Dr. Sc. (Phys.-Math.), Senior Research Scientist, Dorodnicyn Computing Centre of RAS (Moscow). E-mail: va_bereznev@mail.ru Nguyen Quang Thuong – Dr. Sc. (Eng.), Senior Research Scientist, Dorodnicyn Computing Centre of RAS (Moscow). E-mail: tikhonmos@yahoo.com


The various productions of optimization problems with quadratic objective function and linear constraints in the form of equalities, as well as mixed linear constraints are discussed. For each of these types of problems, the efficient algorithms for the numerical solution of problems are proposed. Each algorithm is also observed using the estimation of the arithmetical operations number.
References:

 

  1. Bereznev V.A. A polynomial algorithm for the quadratic programming problem // Russian Journal of Numerical Analysis and Mathematical Modelling. 2014. V. 29. № 3. P. 139−144.
  2. Ilin V.A., Poznjak EH.G. Linejjnaja algebra. M.: Fizmatlit. 1981.
  3. JAkovlev JU.N., Kulaev A.V. Algoritm naznachenija chastot sosredotochennojj gruppe radioehlektronnykh sredstv na osnove metoda posledovatelnogo kvadratichnogo programmirovanija // Radiotekhnika. 2009. № 6. S. 16−20.

 

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