| 求解非线性规划的原始对偶内点法(英文) |
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| 引用本文： | 张珊,姜志侠.求解非线性规划的原始对偶内点法(英文)[J].东北数学,2008,24(3):275-282. |
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| 作者姓名： | 张珊 姜志侠 |
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| 作者单位： | School;Mathematics;Jilin;University;Department;Changchun;Science;Technology; |
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| 摘 要： | In this paper, we propose a primal-dual interior point method for solving general constrained nonlinear programming problems. To avoid the situation that the algorithm we use may converge to a saddle point or a local maximum, we utilize a merit function to guide the iterates toward a local minimum. Especially, we add the parameter ε to the Newton system when calculating the decrease directions. The global convergence is achieved by the decrease of a merit function. Furthermore, the numerical results confirm that the algorithm can solve this kind of problems in an efficient way.
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| 关 键 词： | 求解方法 非线性规划 原始对偶 内点法 |
A Primal-dual Interior Point Method for Nonlinear Programming |
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| ZHANG Shan,JIANG Zhi-xia.A Primal-dual Interior Point Method for Nonlinear Programming[J].Northeastern Mathematical Journal,2008,24(3):275-282. |
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| Authors: | ZHANG Shan JIANG Zhi-xia |
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| Institution: | [1]School of Mathematics, Jilin University, Changchun130012 [2]Department of Mathematics, Changchun University of Science and Technology, Changchun 130022 |
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| Abstract: | In this paper, we propose a primal-dual interior point method for solving general constrained nonlinear programming problems. To avoid the situation that the algorithm we use may converge to a saddle point or a local maximum, we utilize a merit function to guide the iterates toward a local minimum. Especially, we add the parameter ε to the Newton system when calculating the decrease directions. The global convergence is achieved by the decrease of a merit function. Furthermore, the numerical results confirm that the algorithm can solve this kind of problems in an efficient way. |
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| Keywords: | primal-dual interior point algorithm merit function global convergence nonlinear programming |
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