A polynomial path following algorithm for convex programming

作者：Fan Xiaona^*; Yu Bo

来源：Applied Mathematics and Computation, 2008, 196(2): 866-878.

DOI：10.1016/j.amc.2007.07.021

• convex nonlinear programming
• combined homotopy
• path following algorithm
• global convergence
• polynomial-time algorithm

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.

• 出版日期2008-3-1
• 单位大连理工大学