淮北师范大学学报（自然科学版）
淮北師範大學學報（自然科學版）
회북사범대학학보（자연과학판）
JOURNAL OF HUAIBEI COAL INDUSTRY TEACHERS COLLEGE(NATURAL SCIENCE)
2014年
1期
8-11
,共4页
凸优化%障碍函数法%内点法
凸優化%障礙函數法%內點法
철우화%장애함수법%내점법
convex optimization%barrier function algorithm%inerior point algorithm
文章给出一种求解不等式约束的凸优化问题的内点方法，此法能保证迭代过程中迭代点仍为内点，解决了IPA每步迭代需要假定迭代点在可行域内部，并不需要罚因子趋于零，从而避免传统内点障碍函数法由于罚因子趋于零导致的病态问题。最后给出了数值实验，实验表明，算法是有效的。
文章給齣一種求解不等式約束的凸優化問題的內點方法，此法能保證迭代過程中迭代點仍為內點，解決瞭IPA每步迭代需要假定迭代點在可行域內部，併不需要罰因子趨于零，從而避免傳統內點障礙函數法由于罰因子趨于零導緻的病態問題。最後給齣瞭數值實驗，實驗錶明，算法是有效的。
문장급출일충구해불등식약속적철우화문제적내점방법，차법능보증질대과정중질대점잉위내점，해결료IPA매보질대수요가정질대점재가행역내부，병불수요벌인자추우령，종이피면전통내점장애함수법유우벌인자추우령도치적병태문제。최후급출료수치실험，실험표명，산법시유효적。
In this paper,an inerior point algorithm for solving convex optimization problem with inequality constraints is given.This method can ensure the new iteration point is still an interior point,so as to solve the problem which IPA(interior point algorithm)requires assuming each iterative point in the feasible region.Al-so,the method does not require the penalty factor to be zero,thus avoiding the ill-posed problem of the tradi-tional barrier function method caused by the penalty factor becoming zero.Finally,numerical experiments show that this method is effective.
