Yu Bo
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凸规划的动边界组合同伦方法及其收敛性
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Indexed by:期刊论文

Date of Publication:2006-05-26

Journal:吉林大学学报(理学版)

Included Journals:ISTIC、CSCD

Volume:44

Issue:3

Page Number:357-361

ISSN No.:1671-5489

Key Words:非线性规划;凸规划;同伦方法

Abstract:给出动边界组合同伦方法, 在Slater条件及一种强制条件下证明了同伦路径的存在性和收敛性. 与已有的组合同伦内点法相比, 去掉了初始点为可行集内点的限制条件. 数值例子表明, 此算法是有效的.

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Supervisor of Doctorate Candidates
Supervisor of Master's Candidates

Gender:Male

Alma Mater:吉林大学

Degree:Doctoral Degree

School/Department:数学科学学院

Discipline:Computational Mathematics. Financial Mathematics and Actuarial Science

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