| 简单约束凸规划的一种内点算法 |
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| 引用本文： | 靖新. 简单约束凸规划的一种内点算法[J]. 沈阳建筑工程学院学报(自然科学版), 1997, 13(1): 89-95 |
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| 作者姓名： | 靖新 |
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| 作者单位： | 沈阳建筑工程学院基础部 |
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| 摘 要： | 针对带有简单约束的凸规划问题，通过采用线性化技术和不精确搜索的Ａｒｍｉｊｏ规则，构造了一种内点算法，给出了收敛性分析和线性收敛速度的估计。
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| 关 键 词： | 简单约构束 凸规划 内点算法 |
Interior point algorithm of convex programming with simple constraints |
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| Jing Xin. Interior point algorithm of convex programming with simple constraints[J]. Journal of Shenyang Archit Civil Eng Univ: Nat Sci, 1997, 13(1): 89-95 |
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| Authors: | Jing Xin |
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| Abstract: | This paper discusses the convex programming with simple constraints and generalizes an interior point algorithm by using linearization skill and the Armijo rule.It also gives the convergence analysis and the estimation for linear rate of convergence. |
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| Keywords: | simple constraints convex programming interior point algorithm Armijo rule Kuhn Tucker point |
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