| GENERAL CENTRAL PATH AND THE LARGEST STEP GENERAL CENTRAL PATH FOLLOWING ALGORITHM FOR LINEAR PROGRAMMING |
| |
| 作者姓名： | 艾文宝 张可村 |
| |
| 作者单位： | AI WENBAO (Institute of Computational Mathematics and Scientific/Engineering Computing，Academy of Mathematics and System Sciences，Chinese Academy of Sciences，Beijing100080，China) and (School of Science，Xi'an Jiaotong University，Xi'an 710049，China) |
| |
| 摘 要： |
|
| 收稿时间： | 30 November 1998 |
General central path and the largest step general central path following algorithm for linear programming |
| |
| Ai Wenbao,Zhang Kecun.GENERAL CENTRAL PATH AND THE LARGEST STEP GENERAL CENTRAL PATH FOLLOWING ALGORITHM FOR LINEAR PROGRAMMING[J].Acta Mathematicae Applicatae Sinica,2001,17(3):296-303. |
| |
| Authors: | Ai Wenbao Zhang Kecun |
| |
| Institution: | (1) Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and System Sciences, Chinese Academy of Sciences, 100080 Beijing, China;(2) School of Science, Xi’an Jiaotong University, 710049 Xi’an, China |
| |
| Abstract: | In this paper, we propose a general path following method, in which the starting point can be any feasible interior pair and each iteration uses a step with the largest possible reduction in duality gap. The algorithm maintains the O (nL) ineration complexity It enjoys quadratic convergence if the optimal vertex is nondegenerate. |
| |
| Keywords: | Linear programming interior point methods quadratic convergence general central path following wthod polynomial-time convergence |
| 本文献已被 CNKI SpringerLink 等数据库收录！ |
