原始-对偶内点法(Primal-Dual Interior Point Method) Nodiyo xuesheng 4 人赞同了该文章 1. 问题背景 我们考虑一个标准形式的线性规划问题(也可扩展到二次规划等更一般的凸问题),例如: minimizecTxsubject toAx=b,x≥0. 这里,x∈Rn 是原始变量,A 是大小为 m×n 的矩阵,b∈Rm,c∈Rn。
记录Primal-Dual Interior-Point Methods(PDIPM以下简称IPM)。并将和罚函数方法一起比较分析。 处理如下标准问题: minxf(x)subject tohi(x)≤0,i=1,…mAx=b 回顾barrier method: minxtf(x)+ϕ(x)s.t.Ax=b 其中采用对数障碍函数:ϕ(x)=−∑i=1mlog(−hi(x)) ...
A primal-dual interior point method whose running time depends only on the constraint matrix. Mathematical Programming, 74:79-120, 1996.S.A. VAVASIS and Y. YE. A primal-dual interior point method whose running time depends only on the constraint matrix. Mathematical Programming, 74(1, Ser....
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primal-dualinterior-pointmethods：原始对偶内点方法
Petrova. Primal-dual Newton interior point methods in shape and topology optimization. Numer. Linear Algebra Appl., 11:413-429, 2004.R. H. W. Hoppe and S. I. Petrova, Primal-Dual Newton Interior Point Methods in Shape and Topology Optimization, Numerical Linear Algebra with Applications, 11...
primal-dual interior-point methods:原始对偶内点方法 热度: US8775136-Primal-dual interior point methods for solving discrete optimal power flow problems implementing a chain rule technique for improved efficiency 热度: Interior Point Methods for Linear Optimization 热度: 相关推荐 T arget Directions ...
Vial, On the convergence of an infeasible primal-dual interior- point method for convex programming, Optim. Methods Softw., 3 (1994), pp. 273-283.K. M. Anstreicher and J.-P. Vial, "On the convergence of an infeasi- ble primal-dual interior-point method for convex programming," Optim...
1.According tononlinear primal-dual interior-point method, approximate Newton directions are constructed during iteration,and hence the weak coupling system can be fully decomposed.该算法以非线性原对偶内点法为基础,在迭代计算过程中构造近似牛顿方向,实现弱耦合系统的完全解耦,保证算法具有局部线性收敛特性,且...
In 1984, the publication of a paper by Karmarkar started a wave of research into a new class of methods known as interior-point methods, and in the decade since then, primal-dual algorithms have emerged as the most important and useful algorithms from this class. On the theoretical side, ...