最优化对数障碍法
Optimization Logarithmic Barrier Method
摘要: 在求解不等式约束优化问题中对数障碍函数方法是非常流行的,众所周知,对数障碍函数在线性规划与线性半定规划的内点方法中起着重要的作用。本文主要介绍了对数障碍方法及其算法,并通过计算例子说明此方法的有效性。
Abstract:
The method of solving the logarithmic barrier function method is very popular in solving the non-equality constraint optimization problem, it is well known that the logarithmic barrier function plays an important role in linear planning and linear semi-planning. This paper mainly introduces the logarithmic barrier method and its algorithm, and the effectiveness of this method is illustrated by calculating examples.
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