A polynomial path following algorithm for convex programming

作     者：Fan, Xiaona Yu, Bo 

作者机构：Dalian Univ Technol Dept Appl Math Dalian 116024 Peoples R China 

出 版 物：《APPLIED MATHEMATICS AND COMPUTATION》 (Appl. Math. Comput.)

年 卷 期：2008年第196卷第2期

页      面：866-878页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：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.