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解线性不等式约束凸规划问题的势下降内点算法
引用本文:张涛,陈忠,吕一兵. 解线性不等式约束凸规划问题的势下降内点算法[J]. 成都大学学报(自然科学版), 2013, 32(1): 36-38,41
作者姓名:张涛  陈忠  吕一兵
作者单位:长江大学信息与数学学院,湖北荆州,434023
基金项目:国家自然科学基金(11201039,61273179)资助项目
摘    要:提出了一种解线性不等式约束凸规划问题的势下降算法,并在一定的假设条件下,证明了该算法的收敛性,最后通过数值实验验证了该算法的有效性.

关 键 词:凸规划  不等式约束  势下降内点算法

Potential Reduction Interior-point Algorithm for Linear Convex Programming Problem with Inequality Constraints
ZHANG Tao , CHENG Zhong , LV Yibing. Potential Reduction Interior-point Algorithm for Linear Convex Programming Problem with Inequality Constraints[J]. Journal of Chengdu University (Natural Science), 2013, 32(1): 36-38,41
Authors:ZHANG Tao    CHENG Zhong    LV Yibing
Affiliation:(School of Information and Mathematics,Yangtze University,Jingzhou 434023,China)
Abstract:In this paper, a potential reduction interior-point algorithm for the linear convex programming problem with inequality constraints is presented and the convergence of the algorithm is proved under some assumptions. Experiments with real data verify the effectiveness of the algorithm.
Keywords:convex programming  inequality constraints  potential reduction interior-point algorithm
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