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Stable Interior-Piont Methods And Affine-Scaling Interior-Point Methods

Posted on:2009-08-08Degree:MasterType:Thesis
Country:ChinaCandidate:J W LinFull Text:PDF
GTID:2120360245985007Subject:Applied Mathematics
Abstract/Summary:
This article mainly deals with some latest developments of interior-point methods in the past few years. It consists of two sections. In the first section, the stable interior-point methods are discussed. The definition of qusi-definte matrix is introduced as well as its properties. We state that such kind of matrix is well-applied in the interior-point methods. In particular, this section deals with quadratic programming with strict equation restriction. The stable interior-point methods are modified so that the quasi-definite matrix can be applied in computing the direction from the system arising in the interior-point methods. At the end of this section, the improved algorithm and an example are provided. In the second section, we discuss the affine-scaling interior-point methods. The history as well as the latest developments of these methods are introduced. The optimal conditions of affine-scaling methods for general nonlinear problems are systematically considered, including the first order and second order optimal conditions. The newton methods basing on the affine-scaling optimal conditions are introduced. we discuss, furthermore, the situation where the strict complementary condition is violated. The affine-scaling matrix is modified and the computing of newton step is simplified without changing the convergence rate.
Keywords/Search Tags:Newton method, interior-point methods, stable algorithm, affine-scaling algorithm, quasi-definite matrix
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