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Digitale Medien

A primal—dual infeasible-interior-point algorithm for linear programming (1993)

Kojima, Masakazu ; Megiddo, Nimrod ; Mizuno, Shinji

Springer

Mathematical programming 61 (1993), S. 263-280

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Details

ISSN: 1436-4646

Schlagwort(e): Infeasible-interior-point algorithm ; interior-point algorithm ; primal—dual algorithm ; linear program ; large step ; global convergence

Quelle: Springer Online Journal Archives 1860-2000

Thema: Informatik , Mathematik

Notizen: Abstract As in many primal—dual interior-point algorithms, a primal—dual infeasible-interior-point algorithm chooses a new point along the Newton direction towards a point on the central trajectory, but it does not confine the iterates within the feasible region. This paper proposes a step length rule with which the algorithm takes large distinct step lengths in the primal and dual spaces and enjoys the global convergence.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01582151

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