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A polynomial path following algorithm for convex programming
DOI:10.1016/j.amc.2007.07.021.png)
Abstract
En 中文
In this paper, based on combined homotopy interior point method we propose an interior point algorithm for convex nonlinear programming. The algorithm ensures that the obtained iterative points are interior points of the feasible set in terms of the technique of beta-cone neighborhood. We establish the global convergence of the algorithm. Furthermore, it is shown that the algorithm has O(root nL) iteration complexity. The preliminary numerical experiments indicate that the algorithm is efficient. (C) 2007 Elsevier Inc. All rights reserved.
Keywords:
convex nonlinear programming
combined homotopy
path following algorithm
global convergence
polynomial-time algorithm
Journal
IF:
3.4
Papers:
2.3W
Citations:
3.3W
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