منابع مشابه
Analysis of Interior-Point Paths
Infeasible-interior-point paths are the main tools in interior-point methods for solving many kinds of optimization problems. These paths are usually parametrized by a penalty-parameter r ↓ 0 and further parameters describing their off-centrality and infeasiblilty. Starting with an early result of C. Witzgall et al. [12] in linear programming, this paper gives an overview on results concerning ...
متن کاملSmoothed Analysis of Interior-Point Algorithms: Termination
We perform a smoothed analysis of the termination phase of an interior-point method. By combining this analysis with the smoothed analysis of Renegar’s interior-point algorithm in [DST02], we show that the smoothed complexity of an interior-point algorithm for linear programming is O(m log(m/σ)). In contrast, the best known bound on the worst-case complexity of linear programming is O(mL), wher...
متن کاملInterior point algorithms - theory and analysis
Spend your few moment to read a book even only few pages. Reading book is not obligation and force for everybody. When you don't want to read, you can get punishment from the publisher. Read a book becomes a choice of your different characteristics. Many people with reading habit will always be enjoyable to read, or on the contrary. For some reasons, this interior point algorithms theory and an...
متن کاملRelationship of Interior - Point
In this paper, we show that the moving directions of the primal-affine scaling method (with logarithmic barrier function), the dual-affine scaling method (with logarithmic barrier function), and the primal-dual interior point method are merely the Newton directions along three different algebraic "paths" that lead to a solution of the Karush-Kuhn-Tucker conditions of a given linear programming ...
متن کاملAsymptotic Behavior of Underlying NT Paths in Interior Point Methods for Monotone Semidefinite Linear Complementarity Problems
An interior point method (IPM) defines a search direction at each interior point of the feasible region. These search directions form a direction field, which in turn gives rise to a system of ordinary differential equations (ODEs). Thus, it is natural to define the underlying paths of the IPM as solutions of the system of ODEs. In [32], these off-central paths are shown to be well-defined anal...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Research of the National Institute of Standards and Technology
سال: 2006
ISSN: 1044-677X
DOI: 10.6028/jres.111.013