New Algorithm of a Convex Quadratic program with Unequal Constraints

Aim To get new algorithm of a convex quadratic program with unequal constraints. Methods By the method of augmented lagrange multiplier, a convex quadratic program with unequal constraints was transformed into convex quadratic program with nonnegative constraints of part variables. New algorithm of convex quadratic program subject to unequal constraints was gotten by solving the problem. Results The new algorithm need not compute inverse matrix and then can solve large scale sparse convex quadratic programs. Conclusion The numerical results show the effectiveness of the new algorithm. It can solve larger scale sparse convex quadratic programs on 486/33 computer.