| 非线性规划的序列仿射尺度投影内点算法 |
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| 引用本文： | 李宗军,黄崇超. 非线性规划的序列仿射尺度投影内点算法[J]. 数学杂志, 2001, 21(2): 213-217 |
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| 作者姓名： | 李宗军 黄崇超 |
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| 作者单位： | 武汉大学数学系 |
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| 基金项目： | 教育部高校骨干教师资助项目. |
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| 摘 要： | 本文提出了求解非线性规划的一种序列二次规划内点算法，与其他算法的不同之处在于引进了仿射尺度变换，且避免了一维搜索，这使得该算法的计算量获得了明显的减少，本文给出了算法的详细迭代步骤并讨论了算法的收敛性。
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| 关 键 词： | 非线性规划 内点算法 仿射尺度变换 收敛性 |
| 文章编号： | 0255-7797(2001)02-0213-05 |
THE METHOD OF SEQUENTIAL AFFINE GRADIENT PROJECT INTERIOR-POINT FOR NONLINEAR PROGRAMMING |
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| LI Zong-jun HUABG Chong-chao. THE METHOD OF SEQUENTIAL AFFINE GRADIENT PROJECT INTERIOR-POINT FOR NONLINEAR PROGRAMMING[J]. Journal of Mathematics, 2001, 21(2): 213-217 |
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| Authors: | LI Zong-jun HUABG Chong-chao |
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| Abstract: | A new sequential quadric programming interior-point algorithm for nonlinear programming is put forward in this paper. The difference of the method with others is that an affine transformation is put in, and it avoids the line search used in many other algorithms. These reduce the computational complexity greatly. The detail iteration steps and a discussion about the convergence are given out in the paper. |
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| Keywords: | nonlinear programming interior-point algorithm affine transformation |
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