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解约束凸规划问题的改进势函数下降算法

A Improvement of Potential-reduction Algorithm to Solve Linearly Con-strained Convex Programming
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摘要 介绍了一种利用改进的势函数下降内点算法来求解带线性约束的凸规划问题,在不能保证Hessian矩阵半正定的迭代中,用势函数的投影下降方向代替原势下降内点算法的搜索方向,最后给出一组算例。 This paper introduces a improvement of potential-reduction interior-point algorithm to solve linearly con-strained convex programming. At the step of the algorithm that can＇t guarantee semi-definite Hessian Matrix, using the projection descent directions of potential functions substitute original algorithm. At last a group of examples are given.
作者 王朝平
机构地区 浙江海洋学院数理与信息学院
出处 《浙江海洋学院学报（自然科学版）》 CAS 2007年第4期470-473,共4页 Journal of Zhejiang Ocean University(Natural Science Edition)
基金 浙江海洋学院科研启动项目
关键词 凸规划问题 线性不等式约束 势函数 内点算法 最速下降法 convex program linear inequality constraint potential function interior point method steepest descent algorithm
分类号 O221.2 [理学—运筹学与控制论]
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浙江海洋学院学报（自然科学版）
2007年 第4期

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