摘要
首先给出了变量带上下界的内点算法及其理论,并在计算机上实现了该算法。本文还提出了一个寻找初始内点的改进方法,数值计算表明改进后的方法能减少大多数情况下的迭代次数。
This paper introduces the interior point algorithm with upper-lower limit variables and its theory and practice. A modefied method in search of the initial interior point of the algorithm is presernted. The numerical calculation shows that the modified method may reduce the number of iterations under most circumstances.
出处
《武汉水利电力大学学报》
CSCD
1993年第5期604-610,共7页
Engineering Journal of Wuhan University
关键词
变量带上下界
内点算法
初始内点
upper-lower limit variables
interior point algorithm
intial interior point
