摘要
近十几年来内点算法已经成为数学规划中非常活跃的研究方向,其收敛性和计算速度均优于单纯形算法.本文对此方向目前形成的三类主要算法:势函数投影算法,仿射尺度算法,路径跟踪算法的基本框架以及成为多项式算法的机理给予分析和阐述,并指出它们在数学规划和解决实际问题方面的扩展.
Interior point algorithms theory has been a very. active research direction in mathematical programming, which not only has a better polynomial complexity but also is a challenging competitor of the simplex method in practice. In this paper, several kind of important interior point algorithms （potential reduction algorithm, affine scaling algorithm, target-following algorithm） have been surveyed. The mainframe of the algorithm and its extension are analysed in detail.
出处
《泰山学院学报》
2007年第3期13-16,共4页
Journal of Taishan University
关键词
内点算法
线性规划
数学规划
interior-point algorithm
linear programming
mathematical programming
