Convergence behavior of interior-point algorithms |
| |
Authors: | Osman Güler Yinyu Ye |
| |
Institution: | (1) Department of Management Sciences, The University of Iowa, Iowa City, IA, USA;(2) Department of Mathematics and Statistics, The University of Maryland Baltimore County, 21228 Baltimore, MD, USA |
| |
Abstract: | We show that most interior-point algorithms for linear programming generate a solution sequence in which every limit point satisfies the strict complementarity condition. These algorithms include all path-following algorithms and some potential reduction algorithms. The result also holds for the monotone complementarity problem if a strict complementarity solution exists. In general, the limit point is a solution that maximizes the number of its nonzero components among all solutions.Research supported in part by NSF Grant DDM-8922636, the Iowa Business School Summer Grant, and the Interdisciplinary Research Grant of the University of Iowa Center for Advanced Studies. |
| |
Keywords: | Primary 90C05 90C33 |
本文献已被 SpringerLink 等数据库收录! |
|