| 一类线性与框式约束凸规划问题的原始-对偶内点算法 |
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| 引用本文： | 张艺.一类线性与框式约束凸规划问题的原始-对偶内点算法[J].运筹与管理,2013,22(6):39-44. |
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| 作者姓名： | 张艺 |
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| 作者单位： | 宁波大学 理学院,浙江 宁波 315211 |
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| 基金项目： | 宁波大学学科科研资金资助项目(xkl060);浙江省海洋与渔业资金资助项目(ZHYF201102);浙江省教育厅科研资金资助项目 (Y201119382) |
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| 摘 要： | 本文对一类具有线性和框式约束的凸规划问题给出了一个原始-对偶内点算法, 该算法可在任一原始-对偶可行内点启动, 并且全局收敛,当初始点靠近中心路径时, 算法成为中心路径跟踪算法。 数值实验表明, 算法对求解大型的这类问题是有效的。
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| 关 键 词： | 凸规划 内点算法 原始-对偶 路径跟踪 |
| 收稿时间： | 2011-12-21 |
A Primal-dual Interior Point Algorithm for a Class of Convex Programming Problem with Linear and Box Constraints |
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| ZHANG Yi.A Primal-dual Interior Point Algorithm for a Class of Convex Programming Problem with Linear and Box Constraints[J].Operations Research and Management Science,2013,22(6):39-44. |
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| Authors: | ZHANG Yi |
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| Institution: | Faculty of Science, Ningbo University, Ningbo 315211, China |
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| Abstract: | In this paper, we present a primal-dual interior point algorithm for a class of convex programming problem with linear and box constrains. The algorithm can be started at any primal-dual feasible interior point and admits the global convergence. When the initial point is close to the central path, it becomes a central path-following algorithm. Numerical experiments show the proposed algorithm is effective for the large scale problems. |
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| Keywords: | convex programming interior point algorithm primal-dual path-following |
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