提出一个预估-校正跟踪组合内点同伦路径算法,证明其全局收敛性,并用实数值算例验证其有效性.该算法由任意给定的一个内点,通过跟踪组合同伦路径得到凸非线性规划问题的解,并由β-锥邻域在可行域的内部确保迭代点是内点.该算法全局收敛,是一种求解凸非线性规划问题的有效算法.
A predictor-corrector tracking combined homotopy interior point path algorithm,its global convergence is proposed,and its effectiveness is validated with real numerical example.The algorithm from any given interior point to track the combined homotopy interior point path reaches the solution for convex nonlinear programming.The β-cone neighborhood included in the interior part of the feasible region ensures that the iterative points are interior points.The algorithm is globally convergent,and it is an efficient algorithm for convex nonlinear programming.