1、河北工業(yè)大學(xué)碩士學(xué)位論文一個(gè)求解非線(xiàn)性半定規(guī)劃的基于增廣拉格朗日函數(shù)的原始對(duì)偶內(nèi)點(diǎn)算法姓名：張艷峰申請(qǐng)學(xué)位級(jí)別：碩士專(zhuān)業(yè)：計(jì)算數(shù)學(xué)指導(dǎo)教師：劉新為201012一個(gè)求解非線(xiàn)性半定規(guī)劃的基于增廣拉格朗日函數(shù)的原始對(duì)偶內(nèi)點(diǎn)算法APRIMALDUALINTERIPOINTMETHODOFUSINGTHEAUGMENTEDLAGRANGIANFUNCTIONFNONLINEARSEMIDEFINITEPROGRAMMINGABSTRACTWeco
2、nsideraprimaldualinteripointmethodfsolvingnonlinearsemidefiniteprogrammingproblems.WetakeaaugmentedlagrangianfunctionasthemeritfunctionThepenaltyparameterβinthemeritfunctionplaystworolesinthemethod:Firstitguaranteesthatt
3、hesearchdirectionsobtainedbytheArmijorulearedescentdirectionsSecondithelpstoinfluencetheregularizationparameterλdoftheKarushKuhnTuckersystemofthebarriersubproblembyiterating.Lettheλdbereciprocaloftheβwhentheβbecomesbigen
4、oughtheλdbecomessmallenoughthenitguaranteesthateverylimitpointofthesequencegeneratedbythemethodisaKarushKuhnTuckerpointoftheprimalproblems.KEYWDS:nonlinearsemidefiniteprogramminginteripointmethodPrimaldualaugmentedLagran