约束最优化的改进中心算法

The Modified Method of Centers for Constrained N.L.P

以最优化问题为核心,对中心算法进行了研究.该算法是解决非线性凸约束数学规划的有效算法.在此对其作了几个方面的改进.实例计算分析表明,改进后算法的收敛速度大大加快,迭代的次数大大降低.

The main purpose of this article is to modify the method of centers algorithm, which is an efficient algorithm for N.L.P with convex constraints. The numerical example shows the modified edition can remarkably increase the convergence speed and decrease the iterative time deeply.