摘要
本文提出了变量带上下界的内点算法,并对它进行了理论分析和推导。该算法是基于Karmarkar算法,并且是对它的一种改进和推广,将此算法与文[2]中的内点算法相比较,结果显示本文中的算法性能更优越,计算速度更快。
This paper presents and deduces strictly the interior-point method with upper-lower limit variables (IPML), which bases on Karmarkar's algorithm (KA) and is an improvement and development of KA. IPML's theroy is aralysed. IPML has faster speed and requires less memory space than KA.
出处
《武汉水利电力大学学报》
CSCD
1993年第1期99-105,共7页
Engineering Journal of Wuhan University
关键词
变量带上下界
内点算法
upper-lower limit variables
karmarkar algorithm
interior-point algohnhm
