| 引用本文： |
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黄青群,王祥玲,杨萌.凸非线性规划的一个预估-校正跟踪路径算法[J].广西科学,2010,17(2):114-117. [点击复制]
- HUANG Qing-qun,WANG Xiang-ling,YANG Meng.A Predictor-corrector Tracking Path Algorithm for Convex Nonlinear Programming[J].Guangxi Sciences,2010,17(2):114-117. [点击复制]
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| 摘要: |
| 提出一个预估-校正跟踪组合内点同伦路径算法,证明其全局收敛性,并用实数值算例验证其有效性.该算法由任意给定的一个内点,通过跟踪组合同伦路径得到凸非线性规划问题的解,并由β-锥邻域在可行域的内部确保迭代点是内点.该算法全局收敛,是一种求解凸非线性规划问题的有效算法. |
| 关键词: 凸非线性规划 组合内点同伦 预估-校正 全局收敛 |
| DOI： |
| 投稿时间：2009-10-19修订日期：2009-12-09 |
| 基金项目:国家自然科学基金项目(10501009),广西自然科学基金项目(桂科自0728206),广西高校优秀人才计划项目资助。 |
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| A Predictor-corrector Tracking Path Algorithm for Convex Nonlinear Programming |
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HUANG Qing-qun1,2, WANG Xiang-ling1, YANG Meng1
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| (1.School of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin, Guangxi, 541004, China;2.Department of Mathematics, Hechi University, Yizhou, Guangxi, 546300, China) |
| Abstract: |
| A predictor-corrector tracking combined homotopy interior point path algorithm, its global convergence is proposed, and its effectiveness is validated with real numerical example. The algorithm from any given interior point to track the combined homotopy interior point path reaches the solution for convex nonlinear programming. The β-cone neighborhood included in the interior part of the feasible region ensures that the iterative points are interior points. The algorithm is globally convergent, and it is an efficient algorithm for convex nonlinear programming. |
| Key words: convex nonlinear programming combined interior homotopy predictor-corrector global convergence. |
