Stabilization of interior-point methods for linear programming

被引：13

作者：

Kovacevic-Vujcic, VV ^{[1
]}

Asic, MD

机构：

[1] Univ Belgrade, Fac Org Sci, Belgrade, Yugoslavia

[2] Ohio State Univ, Dept Math, Newark, OH USA

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 1999年 / 14卷 / 03期

关键词：

interior-point methods; ill-conditioning; degeneracy; stabilization;

D O I：

10.1023/A:1026452506999

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

The paper studies numerical stability problems arising in the application of interior-point methods to primal degenerate linear programs. A stabilization procedure based on Gaussian elimination is proposed and it is shown that it stabilizes all path following methods, original and modified Dikin's method, Karmarkar's method, etc.

引用

页码：331 / 346

页数：16

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