关键词: 内点法, 原始对偶, 非线性规划

Abstract:

Aiming at general smooth constrained optimization problems, we proposed a primaldual infeasible interiorpoint method. We added the penalty term of the sum of equality constraint and the barrier term of slack variables to the object function so as to convert the original problem. In the method, there are three merit functions to make the algorithm convergence to the local minimum point rather than other first order optimization point. We gave computational results, showing that the algorithm can solve nonlinear programming problems in an efficient way.

Key words: interiorpoint method, primaldual, nonlinear programming