框式凸规划的原始-对偶不可行内点算法的全局收敛性

Global Convergence of a Primal-Dual Infeasible Interior Point Algorithm for Convex Programming with Box Constraints

对框式约束的可微凸规划提出了一个原始-对偶不可行内点算法,并证明了算法的全局收敛性.

This paper presents a primal-dual infeasible interior point algorithm for differentiable convex programming problem with box constraints, and prove that algorithm enjoys the global convergence.