Article ID Journal Published Year Pages File Type
4634824 Applied Mathematics and Computation 2008 13 Pages PDF
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
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