求解二次锥规划的非精确不可行内点法

求解二次锥规划的非精确不可行内点法

迟晓妮, 刘三阳, 张晓伟

西安电子科技大学数学科学系, 西安 710071

收稿日期:2006-11-07 修回日期:1900-01-01 出版日期:2007-09-26 发布日期:2007-09-26
通讯作者: 刘三阳

An Inexact Infeasibleinteriorpoint Algorithm for Secondorder Cone Programming

CHI Xiao ni, LIU Sanyang, ZHANG Xiao wei

Department of Mathematical Sciences, Xidian University, Xi’an 710071, China

Received:2006-11-07 Revised:1900-01-01 Online:2007-09-26 Published:2007-09-26
Contact: LIU Sanyang

摘要/Abstract

摘要： 给出一种求解二次锥规划问题的原对偶非精确不可行内点算法. 通过引入一个不可行邻域, 所给算法可以运用非精确搜索方向且不要求迭代点位于严格可行解集内. 该算法是全局收敛的.

关键词: 二次锥规划, 不可行内点算法, 非精确搜索方向

Abstract: A primaldual inexact infeasibleinteriorpoint algorithm is presented for solving the secondorder cone programming problems. By means of introducing an infeasible neighborhood, the algorithm allows the use of inexact search directions and does not require iteration points to be within the sets of strictly feasible solutions. Then the proposed algorithm is shown to be global convergent.

Key words: secondorder cone programming, infeasibleinteriorpoint algorithm, inexact search direction

中图分类号:

O221.2

迟晓妮, 刘三阳, 张晓伟. 求解二次锥规划的非精确不可行内点法[J]. J4, 2007, 45(05): 743-747.

CHI Xiao ni, LIU Sanyang, ZHANG Xiao wei. An Inexact Infeasibleinteriorpoint Algorithm for Secondorder Cone Programming[J]. J4, 2007, 45(05): 743-747.