首页 | 本学科首页   官方微博 | 高级检索  
     


Average case complexity results for a centering algorithm for linear programming problems under Gaussian distributions
Authors:Petra Huhn  Verena Wehlitz
Affiliation:Institute for Mathematics, Clausthal University of Technology, Erzstr. 1, 38678 Clausthal-Zellerfeld, Germany
Abstract:To solve linear programming problems by interior point methods an approximately centered interior point has to be known. Such a point can be found by an algorithmic approach – a so-called phase 1 algorithm or centering algorithm. For random linear programming problems distributed according to the rotation symmetry model, especially with normal distribution, we present probabilistic results on the quality of the origin as starting point and the average number of steps of a centering algorithm.
Keywords:Linear programming   Interior point methods   Average case complexity of algorithms
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号