摘要
对线性规划的最优性条件,给出一个扩展系统,设计一个连续化的光滑型算法求解该系统。所设计的算法的全局收敛性不需要添加任何假设条件。在每一个迭代点处,只需要解一个线性方程组和做一次线性搜索,比现有求解线性规划问题的连续化方法具有更好的收敛性质。
We propose a continuation method for solving the Linear Program （LP） by making use of an augmented system of its optimality conditions.The algorithm is shown to be globally convergent without requiting any assumption.It only needs to solve one system of linear equations and to perform one line search at each iteration.To the best of our knowledge this is the first continuation smoothing-type algorithm for solving the LP having the above desired convergence features.
出处
《计算机工程与应用》
CSCD
北大核心
2008年第20期30-35,85,共7页
Computer Engineering and Applications
基金
国家自然科学基金(the National Natural Science Foundation of China under Grant No.79670064)
关键词
线性规划
光滑型牛顿算法
全局收敛
严格互补解
linear program
smoothing Newton algorithm
global convergence
strictly complementary solution
