Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4634824 | Applied Mathematics and Computation | 2008 | 13 Pages |
Abstract
In this paper, based on combined homotopy interior point method we propose an interior point algorithm for convex nonlinear programming. The algorithm ensures that the obtained iterative points are interior points of the feasible set in terms of the technique of β -cone neighborhood. We establish the global convergence of the algorithm. Furthermore, it is shown that the algorithm has O(nL) iteration complexity. The preliminary numerical experiments indicate that the algorithm is efficient.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Xiaona Fan, Bo Yu,