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Digitale Medien

Long-step primal-dual target-following algorithms for linear programming (1996)

Jansen, Benjamin ; Roos, Ccs ; Terlaky, Tamás ; [weitere]

Springer

Mathematical methods of operations research 44 (1996), S. 11-30

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Details

ISSN: 1432-5217

Schlagwort(e): Interior-point method ; affine scaling method ; primal-dual method ; long-step method

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik , Wirtschaftswissenschaften

Notizen: Abstract In this paper we propose a long-step target-following methodology for linear programming. This is a general framework, that enables us to analyze various long-step primal-dual algorithms in the literature in a short and uniform way. Among these are long-step central and weighted path-following methods and algorithms to compute a central point or a weighted center. Moreover, we use it to analyze a method with the property that starting from an initial noncentral point, generates iterates that simultaneously get closer to optimality and closer to centrality.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01246327

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