一类线性约束凸规划问题的一个原始-对偶内点算法  

A Primal-dual Interior Point Algorithm for a Class of Convex Programming Problems with Linear Constraints

作　　者：张艺[1] 

机构地区：[1]宁波大学理学院,浙江宁波315211

出　　处：《宁波大学学报（理工版）》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)

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.

关 键 词：凸规则 内点算法 原始-对偶 路径跟踪 

分 类 号：O221.2[理学—运筹学与控制论]