| 线性约束凸规划的一个新原-对偶路径-跟踪内点算法 |
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| 引用本文： | 张敏,白延琴,王国强.线性约束凸规划的一个新原-对偶路径-跟踪内点算法[J].上海大学学报(英文版),2008,12(6):475-480. |
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| 作者姓名： | 张敏 白延琴 王国强 |
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| 作者单位： | Department of Mathematics，College of Sciences，Shanghai University，College of Vocational Technology，Shanghai University of Engineering Science |
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| 基金项目： | Project supported by the Shanghai Pujiang Program （Grant No.06PJ14039）, and the Science Foundation of Shanghai Municipal Commission of Education （Grant No.06NS031） |
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| 摘 要： | In this paper, a primal-dual path-following interior-point algorithm for linearly constrained convex optimization （LCCO） is presented. The algorithm is based on a new technique for finding a class of search directions and the strategy of the central path. At each iteration, only full-Newton steps are used. Finally, the favorable polynomial complexity bound for the algorithm with the small-update method is deserved, namely, O（√nlog n/ε）.
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| 关 键 词： | 太阳热离子电源系统 最佳化 方法 性能 |
| 收稿时间： | 2007-02-07 |
| 修稿时间： | 2007-05-24 |
A new primal-dual path-following interior-point algorithm for linearly constrained convex optimization |
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| Min Zhang,Yan-qin Bai,Guo-qiang Wang.A new primal-dual path-following interior-point algorithm for linearly constrained convex optimization[J].Journal of Shanghai University(English Edition),2008,12(6):475-480. |
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| Authors: | Min Zhang Yan-qin Bai Guo-qiang Wang |
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| Institution: | 1. Department of Mathematics, College of Sciences, Shanghai University, Shanghai 200444, P. R. China
2. College of Vocational Technology, Shanghai University of Engineering Science, Shanghai 200437, P. R. China |
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| Abstract: | In this paper, a primal-dual path-following interior-point algorithm for linearly constrained convex optimization (LCCO) is presented. The algorithm is based on a new technique for finding a class of search directions and the strategy of the central path. At each iteration, only full-Newton steps are used. Finally, the favorable polynomial complexity bound for the algorithm with the smail-update method is deserved, namely, O(平方根n log n/∈). |
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| Keywords: | linearly constrained convex optimization(LCCO) interior-point algorithm small-update method polynomial complexity |
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