关键词: 内点法, 收敛性, 约束规划

Abstract:

The authors used quasifeasible interior point method to solve general smooth constraint optimization problems. We improved the merit function  in  quasifeasible interior-point method and used the exponential function that is the more general function to prove the existence of one order optimality point in feasible problem. We discussed the inner and outer algorithms and made the convergence theorem. The example shows that the exponential change has tremendous influences on iterative number, Lagrange multiplier value and initial value. An appropriate value selected can make the algorithm have a good convergence property.

Key words: interiorpoint method, convergence, constrained programming