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A class of polynomial variable metric algorithms for linear optimization
Authors:T Rapcsák  T T Thang
Institution:(1) Laboratory of Operations Research and Decision Systems, Computer and Automation Institute, Hungarian Academy of Sciences, P.O. Box 63, H-1518 Budapest, Hungary
Abstract:In the paper, the behaviour of interior point algorithms is analyzed by using a variable metric method approach. A class of polynomial variable metric algorithms is given achieving O ((n/β)L) iterations for solving a canonical form linear optimization problem with respect to a wide class of Riemannian metrics, wheren is the number of dimensions and β a fixed value. It is shown that the vector fields of several interior point algorithms for linear optimization is the negative Riemannian gradient vector field of a linear a potential or a logarithmic barrier function for suitable Riemannian metrics. Research Partially supported by the Hungarian National Research Foundation, Grant Nos. OTKA-T016413 and OTKA-2116.
Keywords:Polynomial variable metric algorithms  Interior point methods  Linear optimization  Riemannian metrics
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