LP问题的高阶收敛算法

A Higher Order Convergence Algorithm for Linear Programming Problems

利用凝聚函数对线性规划问题的等价形式进行带参数的磨光 ,并对参数方程的解曲线进行离散化追踪 ,在适当的条件下 ,证明了算法具有任意阶收敛性 .

A non-interior continuation method for solving linear programming problems was proposed. The new algorithm follows the smoothing eqations via aggregate function,and is proved to be of global linear and local r-th order convergence under suitable assumptions,where r>0 is any fixed integer.