一个改进的原始对偶内点方法

针对一般的光滑约束最优化问题, 提出一种原始对偶不可行内点算法, 该算法运用3个值函数使算法能收敛到局部极小点而非其他一阶最优性点, 并通过将等式约束的罚项和松弛变量的障碍项添加到目标函数中转化原问题. 计算结果证明了算法的可行性和有效性.

An Improved Primal-dual Point Method

Aiming at general smooth constrained optimization problems,we proposed a primal-dual infeasible interior-point method.We added the penalty term of the sum of equality constraint and the barrier term of slack variables to the object function so as to convert the original problem.In the method,there are three merit functions to make the algorithm convergence to the local minimum point rather than other first order optimization point.We gave computational results,showing that the algorithm can solve nonlinear ...