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《Mathematics in Practice and Theory》 2008-21
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A Globally Convergent Filter Interior-point Method for Positive Definite Quadratic Programming

WANG Yong-li,HE Guo-ping,WANG Xin(College of Information Science and Engineering,Shandong University of Science and Technology,Qingdao 266510,China)  
Most existed classification problems can be converted into a positive definite quadratic program.In this paper,a filter interior-point algorithm for solving positive definite quadratic pregram is proposed by combining the filter technique with the primal-dual interior-point methods for NLP.The new algorithm can avoid the difficulties in the use of a penalty functon.Under mild assumptions,it is proved to be globally convergent.
【Fund】: 国家自然科学基金资助项目(10571109);; 山东省科技厅(2006GG3210009);; 山东省教育厅资助项目(J06P14)
【CateGory Index】: O221
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【References】
Chinese Journal Full-text Database 2 Hits
1 LIN Guan-cheng1,2,LI Ya-an1,JIN Bei-li1 (1.College of Marine, Northwestern Polytechnical University, Xi′an 710072, China; 2. Department of Media and Communications Engineering, Weinan Teachers College, Weinan Shaanxi 714000, China);An Algorithm for Beamforming Based on Support Vector Regression[J];Audio Engineering;2010-05
2 SUN Li~1,HE Guo-ping~2 (1.Department of Mathematics School of Information Science and Engineering,Shandong Agricultural University, Tai'an 271018,China) (2.School of Information Science and Engineering Shandong University of Science and Technology,Qingdao 266510,China);A Filter Newton Dogleg Method and Its Implementation[J];Mathematics in Practice and Theory;2010-06
【Co-references】
Chinese Journal Full-text Database 4 Hits
1 Wang Yi Guo Wei(National Key Lab of Communication,UESTC,Chengdu,610054,China);Blind Equalization of Constant Modulus Based on Support Vector Regression[J];Journal of Electronic Measurement and Instrument;2008-03
2 Miao Weihua (Department of Applied Mathematics,Nanjing Audit University,Nanjing 210029/School of Mathematics and Computer Science,Nanjing Normal University,Nanjing 210097) Sun Wenyu (School of Mathematics and Computer Science,Nanjing Normal University,Nanjing 210097);A FILTER TRUST-REGION METHOD FOR UNCONSTRAINED OPTIMIZATION[J];Numerical Mathematics A Journal of Chinese Universities;2007-01
3 ZHANG Xuegong (Dept.of Automation,Tsinghua University,Beijing 100084) (State Key Laboratory of Intelligent Technology and Systems of China);INTRODUCTION TO STATISTICAL LEARNING THEORY AND SUPPORT VECTOR MACHINES[J];;2000-01
4 ZHANG Hao-Ran+, HAN Zheng-Zhi (Department of Automation, Shanghai Jiaotong University, Shanghai 200030, China);An Improved Sequential Minimal Optimization Learning Algorithm for Regression Support Vector Machine[J];Journal of Software;2003-12
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