| 大步长路径跟踪内点新算法 |
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| 引用本文： | 周广付,姚奕荣,王筱莉. 大步长路径跟踪内点新算法[J]. 上海大学学报(自然科学版), 2011, 17(5): 614-619. DOI: 10.3969/j.issn.1007-2861.2011.05.008 |
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| 作者姓名： | 周广付 姚奕荣 王筱莉 |
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| 作者单位： | 上海大学 理学院，上海 200444 |
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| 基金项目： | 上海市重点学科建设资助项目(S30104) |
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| 摘 要： | 给出一种求解约束非线性规划问题的大步长路径跟踪内点新算法.首先，为克服内点法初始点选取的困难，通过引入辅助变量来构造原问题的等价问题;其次，构造一个新的关系不等式来证明算法的全局收敛性；最后，在此基础上设计一个新的大步长路径跟踪内点算法.该算法在有限步内能得到原问题的近似最优解，并且数值试验表明，该算法是可行的.
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| 关 键 词： | 非线性规划 路径跟踪法 内点法 全局收敛性 |
| 收稿时间： | 2010-01-13 |
New Interior Point Algorithm with Large-Step Path Following |
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| ZHOU Guang-fu,YAO Yi-rong,WANG Xiao-li. New Interior Point Algorithm with Large-Step Path Following[J]. Journal of Shanghai University(Natural Science), 2011, 17(5): 614-619. DOI: 10.3969/j.issn.1007-2861.2011.05.008 |
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| Authors: | ZHOU Guang-fu YAO Yi-rong WANG Xiao-li |
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| Affiliation: | College of Sciences, Shanghai University, Shanghai 200444, China |
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| Abstract: | An interior point algorithm based on large-step path following for solving constrained nonlinear programming problem is presented.To overcome the difficulty of initialization in the interior point method,an equivalent problem that incorporates an auxiliary variable is introduced.An inequality is constructed to proof the global convergence.Based on the work done before,a large-step path-following interior point algorithm is established.The proposed algorithm only requires a finite number of iterations to rea... |
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| Keywords: | nonlinear programming interior point method path following method global convergence |
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