| 线性约束凸规划问题的仿尺度算法 |
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| 引用本文： | 邱巍,费浦生,王言金.线性约束凸规划问题的仿尺度算法[J].武汉大学学报(理学版),2002,48(1):15-17. |
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| 作者姓名： | 邱巍 费浦生 王言金 |
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| 作者单位： | 武汉大学,数学与统计学院,湖北,武汉,430072 |
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| 基金项目： | 国家 8 6 3计划资助 ( 86 3-818-0 1-0 2 ) |
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| 摘 要： | 对一般线性约束凸规划问题，给出了相应的仿尺度算法，并证明由该算法所产生的迭代点要么直接到达问题的最优解，要么其极限点满足问题的最优性条件。
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| 关 键 词： | 仿尺度算法 KKT点 线性约束凸规划 最优解 极限点 迭代点序列 |
| 文章编号： | 0253-9888(2002)01-0015-03 |
| 修稿时间： | 2001年9月4日 |
The Affine Scaling Algorithm for Convex Programming with Linear Constraints |
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| QIU Wei,FEI Pu\|sheng,WANG Yan\|jin.The Affine Scaling Algorithm for Convex Programming with Linear Constraints[J].JOurnal of Wuhan University:Natural Science Edition,2002,48(1):15-17. |
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| Authors: | QIU Wei FEI Pu\|sheng WANG Yan\|jin |
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| Abstract: | The Affine scaling algorithm has emerged as a very important algorithm in theory and practical for linear programming. In this paper, we introduce an affine scaling algorithm for convex programming with linear constraints and prove that either we get the optimal solution directly either the limit point of the sequence generated by the algorithm satisfied the optimal conditions of the problem. |
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| Keywords: | convex programming affine scaling algorithm KKT point |
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