二阶锥规划基于核函数凸组合的内点算法  

An Interior-point Method for Second-order Cone Programming Based on a Convex Combination of Two Kernel Functions

作　　者：温春燕[1] 乌彩英[1] 

机构地区：[1]内蒙古大学数学科学学院,呼和浩特010021

出　　处：《内蒙古大学学报（自然科学版）》2017年第2期122-129,共8页Journal of Inner Mongolia University：Natural Science Edition

基　　金：内蒙古自治区自然科学基金资助项目(No.2014MS0102)

摘　　要：首先给出了一个新的核函数,该函数为两个核函数的凸组合,进而将该核函数应用于求解二阶锥规划原始对偶内点算法中.分析了算法的复杂性并得到了一个关于大步校正方法的迭代界.最后给出了数值试验结果,讨论了参数对算法的影响.A new kernel function is presented, which is a convex combination of two kernel functions. Then, based on this function,a primal-dual interior-point method for solving the second-order cone programming is proposed. Moreover, the complexity of the algorithm is analyzed. In addition, the iteration bound for large-update method is also obtained. Finally, some numerical experiments are reported and the influence of parameters in the kernel function on the algorithm method is investigated.

关 键 词：二阶锥规划 原始对偶内点算法 核函数 

分 类 号：O221[理学—运筹学与控制论]