内点算法中一类非奇异矩阵的证明及其应用

The Proof and Application of a Series of Nonsingular Matrixes in Interior Point Algorithm

在内点算法中,迭代方向WK=(X,Y,Z)的存在唯一性需要考虑一类矩阵的非奇异性.本文用简单的代数方法给出这类矩阵非奇异性的证明,并给出了迭代方向WK=(X,Y,Z)的具体表达式.

In interior point algorithm, the existence and uniqueness of the directional vector w^k=（x,y,z） needs to consider a series of nonsingular matrixes. In this paper, we give the proof of these nonsingular matrixes with simple algebraic method, at the same time, the concrete expression of w^k=（x,y,z） is given.