Cubically convergent method for locating a nearby vertex in linear programming |
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Authors: | R A Tapia Y Zhang |
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Institution: | (1) Department of Mathematical Sciences, Rice University, Houston, Texas;(2) Present address: Department of Mathematics and Statistics, University of Maryland, Baltimore County, Baltimore, Maryland |
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Abstract: | Given a point sufficiently close to a nondegenerate basic feasible solutionx* of a linear program, we show how to generate a sequence {p
k} that converges to the 0–1 vector sign(x*) at aQ-cubic rate. This extremely fast convergence enables us to determine, with a high degree of certainty, which variables will be zero and which will be nonzero at optimality and then constructx* from this information.This research was supported in part by NSF Cooperative Agreement No. CCR-8809615, by AFOSR Grant No. 89-0363, and by DOE Grant No. DEFG05-86ER 25017. The authors would like to thank Bob Bixby for helpful discussions. |
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Keywords: | Linear programming vertex Q-cubic convergence |
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