A numerical study of an infeasible primal-dual path-following algorithm for linear programming

被引：4

作者：

Achache, M.

Roumili, H.

Keraghel, A.

机构：

[1] Département de Mathématiques, Faculté des Sciences, Université Ferhat Abbas de Sétif

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2007年 / 186卷 / 02期

关键词：

linear programming; infeasible primal-dual path-following methods;

D O I：

10.1016/j.amc.2006.07.135

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we propose an infeasible primal-dual path-following interior point algorithm to solve linear programming problems. We show that the algorithm converges globally linear and finds an approximate solution in a polynomial time complexity. A numerical study is done for its numerical performance. Some numerical examples that illustrate the approach are given. Finally, an important comparison of the obtained results with those given by the feasible projective Karmarkar algorithm is done. (c) 2006 Elsevier Inc. All rights reserved.

引用

页码：1472 / 1479

页数：8

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