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论文类型：期刊论文

发表时间：2008-03-01

发表刊物：APPLIED MATHEMATICS AND COMPUTATION

收录刊物：SCIE、EI

卷号：196

期号：2

页面范围：866-878

ISSN号：0096-3003

关键字：convex nonlinear programming; combined homotopy; path following algorithm; global convergence; polynomial-time algorithm

摘要：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.