非凸非线性规划双松弛内点方法的进一步分析.pdfVIP

§1-1  , Karmarkar(1984) , ℄ min f (x) (1.1.1) s.t. h(x) ≥ 0, (1.1.2) h(x) = (h (x),h (x),...,h (x))T ,f : Rn → R,h : Rn → Rm , f,h  1 2 m 1.1.1-1.1.2 s min f (x) (1.1.3) s.t. h(x) − s = 0,s ≥ 0. (1.1.4) Æ m min f (x) − ln si (1.1.5) i=1 s.t. h(x) − s = 0. (1.1.6) s 0 (x,s) 1.1.5-1.1.6 → 0 1.1.5-1.1.6 I1.1.5-1.1.6 0 0 n m 1 (x ,s ) ∈ ℜ × ℜ ,k := 0 ++ k k k 2 (d ,d ) Æ d , x s u k k k k k k L d + ∇h(x )d = −(∇f (x ) + ∇h(x )u ), (1.1.7) k x u k k k k U d + S d = −(S U e − e), (1.1.8) s k u k k T k k k ∇h(x ) ds = −(h(x ) − s ), (1.1.9) 1 Lk m k k 2 k k 2 k ∇L(x ,u ) = ∇ f (x ) + u ∇ h (x )