摘要
对一类具有线性约束的凸规划问题给出了一个原始-对偶内点算法,该算法可在任一原始-对偶可行内点启动,并且全局收敛.当初始点靠近中心路径时,便成为中心路径跟踪算法.数值算例表明该算法是有效的.
In this paper, a primal-dual interior point algorithm is presented for a class of convex programming problems with linear constrains. It can be implemented at any primal-dual interior feasible point and reaches the global convergence.If the initial point is close to the central path, it becomes a central path-following algorithm. The results of numerical tests show the effectiveness of the algorithm.
出处
《宁波大学学报（理工版）》
CAS
2013年第2期103-107,共5页
Journal of Ningbo University：Natural Science and Engineering Edition
基金
浙江省海洋与渔业项目(ZHYF201102)
浙江省教育厅科研项目(Y201119382)
宁波大学学科科研项目(XKl060)
关键词
凸规则
内点算法
原始-对偶
路径跟踪
convex programming
interior point algorithm
primal-dual
path-following
