一类线性与框式约束凸规划问题的原始-对偶内点算法  

A Primal-dual Interior Point Algorithm for a Class of Convex Programming Problem with Linear and Box 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：《运筹与管理》2013年第6期39-44,共6页Operations Research and Management Science

基　　金：宁波大学学科科研资金资助项目(xkl060);浙江省海洋与渔业资金资助项目(ZHYF201102);浙江省教育厅科研资金资助项目(Y201119382)

摘　　要：本文对一类具有线性和框式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,算法成为中心路径跟踪算法。数值实验表明,算法对求解大型的这类问题是有效的。In this paper , we present a primal-dual interior point algorithm for a class of convex programming prob-lem with linear and box constrains .The algorithm can be started at any primal-dual feasible interior point and admits the global convergence .When the initial point is close to the central path , it becomes a central path-following algorithm .Numerical experiments show the proposed algorithm is effective for the large scale problems .

关 键 词：凸规划 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]