| 一类线性约束凸规划问题的一个原始－对偶内点算法 |
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| 引用本文： | 张 艺. 一类线性约束凸规划问题的一个原始－对偶内点算法[J]. 宁波大学学报(理工版), 2013, 0(2): 103-107 |
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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 |
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| 摘 要： | 对一类具有线性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, 便成为中心路径跟踪算法. 数值算例表明该算法是有效的.
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| 关 键 词： | 凸规则 内点算法 原始－对偶 路径跟踪 |
A Primal-dual Interior Point Algorithm for a Class of Convex Programming Problems with Linear Constraints |
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| ZHANG Y. A Primal-dual Interior Point Algorithm for a Class of Convex Programming Problems with Linear Constraints[J]. Journal of Ningbo University(Natural Science and Engineering Edition), 2013, 0(2): 103-107 |
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| Authors: | ZHANG Y |
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| Affiliation: | Faculty of Science, Ningbo University, Ningbo 315211, China |
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| Abstract: | In this paper, a primal-dual interior point algorithm is presented for a class of convex programming problems with linear constrains. It can be implemented at any primal-dual interior feasible point and reaches the global convergence. If the initial point is close to the central path, it becomes a central path-following algorithm. The results of numerical tests show the effectiveness of the algorithm. |
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| Keywords: | convex programming interior point algorithm primal-dual path-following |
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