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二次計画法における内点法のアルゴリズム

Apr 19, 2021 5 min read MathematicsOptimization

非線形な場合の一般論は扱わず,目的関数が2次形式,制約はアフィンなものに絞って主内点法,主双対内点法のアルゴリズムをメモる.

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