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求解线性约束凸规划的势下降内点算法

Solving Linearly Constrained Convex Programming by Potential Reduction Interior-Point Algorithm
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摘要 介绍了一种利用势函数下降内点算法来求解带线性约束的凸规划问题,每次迭代中搜索方向由一个线性方程组解出,再利用Armijo准则进行线搜索,同时使一个势函数的值减小,最后给出一组算例。 This paper introduces a potential-reduction interior-point algorithm to solve linearly constrained convex programming. At each step of the algorithm, a system of linear equations is solved to get a search direction and the Armijo′s rule is used to determine a step size. Simultaneously the value of the potential function drops. At last a group of examples are given.
作者 戴霞
机构地区 南京师范大学数学与计算机科学学院
出处 《金陵科技学院学报》 2005年第1期5-7,30,共4页 Journal of Jinling Institute of Technology
关键词 凸规划 势函数 内点法 convex programming potential function interior-point method
分类号 TP301 [自动化与计算机技术—计算机系统结构]
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金陵科技学院学报
2005年 第1期

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