A positive definite quadratic programming algorithm based on distance

Abstract

Based on the geometric significance of positive definite quadratic programming, the objective function of definite quadratic programming problem is converted into the distance form. At the same time, the objective function is standardized and normalized, so, a new algorithm of positive definite quadratic programming solution is given. Under certain conditions, the algorithm only need simple operation and simple decision, it has good applicability. The numerical experiments show that the algorithm is feasible and effective, it has abvious advantages comparing with other algorithms.

Keywords:

• Positive definite quadratic programming
• Algorithm
• Standardization and normalization