THE MODIFIED BARRIER FUNCTION-METHOD FOR LINEAR-PROGRAMMING AND ITS EXTENSIONS

被引：3
|
作者：
PAN, V [1 ]
机构：
[1] CUNY HERBERT H LEHMAN COLL,DEPT COMP SCI,BRONX,NY 10468
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1990年 / 20卷 / 03期
基金：
美国国家科学基金会;
关键词：
D O I：
10.1016/0898-1221(90)90026-G
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We applied the modified barrier function (MBF) method and its new extensions to the linear programming (LP) problem and compared with the known LP barrier method. We then extended to the MBF LP method the worst case estimate O(L√m) for the computational cost of the solution of an LP problem (having input size L and the number of constraints and variables m) in terms of the number of Newton's steps (such an estimate is well-known for the LP barrier methods), and we showed the improved numerical stability of Newton's steps compared with the LP barrier methods. © 1990.
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页码：1 / 14
页数：14
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