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解线性不等式约束凸规划问题的势下降内点算法

Potential Reduction Interior-point Algorithm for Linear Convex Programming Problem with Inequality Constraints
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摘要 提出了一种解线性不等式约束凸规划问题的势下降算法,并在一定的假设条件下,证明了该算法的收敛性,最后通过数值实验验证了该算法的有效性. In this paper, a potential reduction interior-point algorithm for the linear convex programming problem with inequality constraints is presented and the convergence of the algorithm is proved under some assumptions. Experiments with real data verify the effectiveness of the algorithm.
作者 张涛 陈忠 吕一兵
机构地区 长江大学信息与数学学院
出处 《成都大学学报（自然科学版）》 2013年第1期36-38,41,共4页 Journal of Chengdu University（Natural Science Edition）
基金 国家自然科学基金(11201039 61273179)资助项目
关键词 凸规划 不等式约束 势下降内点算法 convex programming inequality constraints potential reduction interior-point algorithm
分类号 O221 [理学—运筹学与控制论]
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参考文献6

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二级参考文献12

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成都大学学报（自然科学版）
2013年 第1期

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