| A INTERIOR POINT ALGORITHM FOR CONVEX NONLINEAR PROGRAMMING PROBLEMS |
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| 引用本文： | 王宇,冯果枕,刘停战. A INTERIOR POINT ALGORITHM FOR CONVEX NONLINEAR PROGRAMMING PROBLEMS[J]. 高等学校计算数学学报(英文版), 1992, 0(1) |
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| 作者姓名： | 王宇 冯果枕 刘停战 |
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| 作者单位： | Research Institute of Engineering Mechanics，Dalian University of Technology，Dalian 116024，PRC.，Institute of Mathematics，Jilin University，Changchun 130023，PRC.，Institute of Mathematics，Jilin University，changchun 130023，PRC. |
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| 基金项目： | The project supported by the national natural science foundation of China. |
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| 摘 要： | This paper describes a primal-dual interior paint algorithm for convex nonlinear programming problems subject to linear constraints. The algorithm is based on the path following idea. Each iteration updates a penalty parameter and finds a Newton step associated with the simplified Karush-Kuhn-Tucker system of equations which characterizes a solution of the logarithmic barrier function problem for that parameter. It is shown that the duality gap if reduced at each iteration by a factor of (1 - δ / n~(1/n) ), where S is positive and depends on some parameters associated with the objective function.
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A INTERIOR POINT ALGORITHM FOR CONVEX NONLINEAR PROGRAMMING PROBLEMS |
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| Wang Yu Research Institute of Engineering Mechanics,Dalian University ofTechnology,Dalian ,PRC.Fen Guo-chcn Institute of Mathematics,Jilin University,Changchun ,PRC. Liu Ting-zhan Institute of Mathematics,Jilin University,changchun ,PRC.. A INTERIOR POINT ALGORITHM FOR CONVEX NONLINEAR PROGRAMMING PROBLEMS[J]. Numerical Mathematics A Journal of Chinese Universities English Series, 1992, 0(1) |
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| Authors: | Wang Yu Research Institute of Engineering Mechanics Dalian University ofTechnology Dalian PRC.Fen Guo-chcn Institute of Mathematics Jilin University Changchun PRC. Liu Ting-zhan Institute of Mathematics Jilin University changchun PRC. |
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| Affiliation: | Wang Yu Research Institute of Engineering Mechanics,Dalian University ofTechnology,Dalian 116024,PRC.Fen Guo-chcn Institute of Mathematics,Jilin University,Changchun 130023,PRC. Liu Ting-zhan Institute of Mathematics,Jilin University,changchun 130023,PRC. |
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| Abstract: | |
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| Keywords: | Interior point algorithm convex nonlinear programming barrier function path following. |
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