Indexed by:期刊论文

Date of Publication:2008-03-01

Journal:APPLIED MATHEMATICS AND COMPUTATION

Included Journals:SCIE、EI

Volume:196

Issue:2

Page Number:866-878

ISSN No.:0096-3003

Key Words:convex nonlinear programming; combined homotopy; path following algorithm; global convergence; polynomial-time algorithm

Abstract: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.