General central path and the largest step general central path following algorithm for linear programming

被引:0
作者
Ai Wenbao
Zhang Kecun
机构
[1] Chinese Academy of Sciences,Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and System Sciences
[2] Xi’an Jiaotong University,School of Science
关键词
Linear programming; interior point methods; quadratic convergence general central path following method; polynomial-time convergence;
D O I
10.1007/BF02677372
中图分类号
学科分类号
摘要
In this paper, we propose a general path following method, in which the starting point can be any feasible interior pair and each iteration uses a step with the largest possible reduction in duality gap. The algorithm maintains the\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$O (\sqrt n L)$$ \end{document} ineration complexity. It enjoys quadratic convergence if the optimal vertex is nondegenerate.
引用
收藏
页码:296 / 303
页数:7
相关论文
共 17 条
[1]  
Kojima M.(1989)A Polynomial-time Algorithm for a Class of Linear Complementarity Problems Mathematical Programming 44 1-26
[2]  
Mizuno S.(1989)Interior Path Following Primal-dual Algorighms, Part I: Linear Programing Mathematical Programming 44 27-41
[3]  
Yoshise A.(1989)Interior Path Following Primal-dual Algorighms, Part II: Convex Quadratic Programming Mathematical Programming 44 43-66
[4]  
Monteiro R.D.C.(1992)Path Following Methods for Linear Programming SIAM Review 34 167-227
[5]  
Adler I.(1991)Large Steps Path-following Methods for Linear Programming, Part I: Barrier Function Method SIAM Journal on Optimization 1 268-279
[6]  
Monteiro R.D.C.(1997)The Largest Step Path Following Algorithm for Monotone Linear Complementarity Problems Mathematical Programming 76 309-332
[7]  
Adler I.(1992)A New Polynomial Time Method for a Linear Complementarity Problem Mathematical programming 56 32-43
[8]  
Gonzaga C.C.(1993)Convergence Behavior of Interior-point Algorithms Mathematical Programming 60 215-228
[9]  
Gonzaga C.C.(1993)A Quadratically Convergent Mathematical Programming 59 151-162
[10]  
Gonzaga C.C.(undefined) Algorithm for Linear Programming undefined undefined undefined-undefined