| 线性约束凸规划内点法及其修正算法 |
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| 引用本文： | 高峰,张连生.线性约束凸规划内点法及其修正算法[J].运筹学学报,1998(1). |
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| 作者姓名： | 高峰 张连生 |
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| 作者单位： | 上海大学数学系!上海，201800 |
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| 摘 要： | 凸规划的内点算法是目前较热门的课题之一，参考资料2]；3]等均给出了较深入的研究．本文在参考前人的工作前提下，提出了带线性约束凸规划的内点算法结论（定理2．8）及相应算法．另外，木文定义了偏移因子，偏移因子对的概念，对下降方向作出了修正，并给出了相关算法．
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| 关 键 词： | 凸优化 内点法 偏移因子 |
Interior Point Methods for Convex Programming with Linear Constraint and Their Modified Algorithms |
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| FENG GAO, LIANSHENG ZHANG.Interior Point Methods for Convex Programming with Linear Constraint and Their Modified Algorithms[J].OR Transactions,1998(1). |
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| Authors: | FENG GAO LIANSHENG ZHANG |
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| Abstract: | In this paper, we give some solutions and algorithms of interior point method for convex programming. In addition, we give the definition deviation factor and deviation factor pair. We also give the modification of descent direction and relevallt algorithm |
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| Keywords: | nonsmooth optimization composite function SQP method nonmono tone line search |
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