关键词: 摄动方法, 非线性规划问题, 初始点

Abstract:

This paper presents a new primaldual interior point method for solving general nonlinear programming problems. The improved primaldual interior point method may change the shapes of feasible region in order to expand the region of initial points, and get the descent direction of the merit function by the modified Newton method. The convergence of primaldual interior point method with parameter perturbation was presented and the effectiveness of the algorithm was shown by two examples.

Key words:  perturbation method, nonlinear programming problem, initial point