New algorithm for convex nonlinear programming problems

作者：Fan Xiaona^*; Yan Qinglun; Gong Dianxuan

来源：Advances in Information Sciences and Service Sciences, 2012, 4(17): 442-450.

DOI：10.4156/AISS.vol4.issue17.51

• Convex nonlinear programming
• Feasible set
• Global convergence
• Homotopies
• Homotopy method
• Initial point
• Numerical experiments
• Path-following algorithm
• Polynomial complexity

A path following algorithm for tracing a constraint shifting combined homotopy method for convex nonlinear programming is presented, which ensures the initial points can be chosen in the exterior of the feasible set. The global convergence and polynomial complexity of the algorithm are established. Compared with the previous results, the choice scope of initial points is greatly enlarged. The numerical experiments indicate that the new path following algorithm improve the computational efficiency.

• 出版日期2012
• 单位南京邮电大学