计算机工程与应用Issue(1)：41-44,4.DOI:10.3778/j.issn.1002-8331.1204-0721
信赖域共轭梯度法求解二次规划逆问题
Trust-region Newton-CG method for inverse quadratic programming problems
摘要
Abstract
In order to solve inverse quadratic programming problems effectively, a smoothing trust region Newton-CG method to solve its dual sub problem is proposed. Augmented Lagrange method is used to solve the dual problem and then the dual sub problem is conversed into a continuous unconstrained optimization problem through introducing a smoothing function. The trust region method and the conjugate gradient method are combined to design the algorithm flow of inverse quadratic programming problems. It is proved that this method is effective by numerical experiments, and compared with Newton method, it is more suitable for solving large scale problems.关键词
二次规划/逆问题/光滑函数/信赖域共轭梯度法Key words
quadratic programming/inverse programming problems/smooth function/trust-region Newton-CG method分类
数理科学引用本文复制引用
高雷阜,陈曦,于冬梅..信赖域共轭梯度法求解二次规划逆问题[J].计算机工程与应用,2014,(1):41-44,4.基金项目
辽宁省教育厅基金（No.L2012105）。 （）
