2013 | OriginalPaper | Buchkapitel
New Path Following Algorithm for Convex Programming
verfasst von : Xiaona Fan, Dianxuan Gong
Erschienen in: Information Computing and Applications
Verlag: Springer Berlin Heidelberg
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To study a path following algorithm for tracing a constraint shifting combined homogony method for convex nonlinear programming. The method is based on the technique of
β
-cone neighbourhood which ensures the obtained iterative points are in the interior of the constraint shifting feasible set. To establish the global linear convergence of the algorithm the numerical experiments indicate that the algorithm is efficient.