| 非线性规划问题的一个内点势减算法的全局收敛性 |
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| 引用本文： | 贺素香.非线性规划问题的一个内点势减算法的全局收敛性[J].浙江大学学报(理学版),2004,31(3):250-252,266. |
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| 作者姓名： | 贺素香 |
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| 作者单位： | 武汉理工大学,数学系,湖北,武汉,430070 |
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| 基金项目： | 武汉理工大学校科研和教改项目 |
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| 摘 要： | 结合经典阻尼牛顿方法和线性规划内点势减方法建立了一个求解一般非线性规划问题的内点势减算法.理论分析表明在一些假设条件下,这一方法产生的序列全局收敛于问题的KKT点.
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| 关 键 词： | 非线性规划问题 势减算法 全局收敛性 阻尼牛顿方法 |
| 文章编号： | 1008-9497(2004)03-250-03 |
Global convergence of an interior-Point potential reduction algorithm for nonlinear programming problems |
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| HE Su-xiang.Global convergence of an interior-Point potential reduction algorithm for nonlinear programming problems[J].Journal of Zhejiang University(Sciences Edition),2004,31(3):250-252,266. |
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| Authors: | HE Su-xiang |
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| Abstract: | An interior-point potential reduction algorithm is established to solve general nonlinear programming by a combination of the classical damped Newton method and the primal-dual interior-point potential reduction method for linear programming. Under some suitable conditions, theoretical analysis shows that the sequences generated by the method converge globally to the KKT point of the point. |
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| Keywords: | nonlinear programming problem potential reduction method global convergence damped Newton's method |
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