|
|||||
|
|
| 自对偶嵌入模型解拓展熵规划 | |
| 引用本文： | 庞莉莉,田蔚文,张思英.自对偶嵌入模型解拓展熵规划[J].应用数学与计算数学学报,2008,22(1). |
| 作者姓名： | 庞莉莉 田蔚文 张思英 |
| 作者单位： | 1. 上海应用技术学院,上海,200235 2. 上海大学理学院数学系,上海,200444 3. 上海景秀高级中学,上海,201412 |
| 摘 要： | 本文把拓展熵规划转化为锥最优化问题,再对该锥最优化问题构造一个锥自对偶嵌入模型,证明了锥自对偶嵌入模型的障碍函数满足自协调性,这保证了用某些内点法求解时算法是多项式时间的.这种方法的另一个优点是不需要寻找初始可行解. |
| 关 键 词： | 拓展熵规划 锥自对偶嵌入模型 自协调性 内点法 自对偶 嵌入模型 规划 Programming Entropy Extended Method 初始可行解 方法 多项式时间 算法 求解 内点法 协调性 障碍函数 构造 优化问题 转化 |
A Self-Dual Embedding Method for Extended Entropy Programming |
|
| Pang Lili,Tian Weiwen,Zhang Siying.A Self-Dual Embedding Method for Extended Entropy Programming[J].Communication on Applied Mathematics and Computation,2008,22(1). | |
| Authors: | Pang Lili Tian Weiwen Zhang Siying |
| Institution: | Pang Lili~1 Tian Weiwen~2 Zhang Siying~3 Shanghai Institute of Technology,Shanghai 200235,China. Department of Mathematics,Shanghai University,Shanghai 200444,China. The High School of Jingxiu,Shanghai 201412,China. |
| Abstract: | This paper transform the extended entropy programming problem into conic programming,then construct a conic self-dual embedding model for the transformed conic programming,and we prove that the barrier function is self-concordant,this guar- antees the algorithm is polynomial algorithm when use some interior point method to solve this problem.And another advantage is that this method does not need to find the initial feasible solution |
| Keywords: | extended entropy programming conic self-dual embedding model selfconcordancy interior method |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |