Generic Primal-dual Interior Point Methods Based on a New Kernel Function
نویسندگان
چکیده
منابع مشابه
A Generic Primal-dual Interior Point Methods Based on a New Kernel Function
In this paper we present a generic primal-dual interior point methods (IPMs) for linear optimization in which the search direction depends on a univariate kernel function which is also used as proximity measure in the analysis of the algorithm. The proposed kernel function does not satisfy all the conditions proposed in [2]. We show that the corresponding large-update algorithm improves the ite...
متن کاملGeneric Primal-dual Interior Point Methods Based on a New Kernel Function
In this paper we present a generic primal-dual interior point methods (IPMs) for linear optimization in which the search direction depends on a univariate kernel function which is also used as proximity measure in the analysis of the algorithm. The proposed kernel function does not satisfy all the conditions proposed in [2]. We show that the corresponding large-update algorithm improves the ite...
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3. page 13, lines 12–13: Insert a phrase to stress that we consider only monotone LCP in this book, though the qualifier ”monotone” is often omitted. Replace the sentence preceding the formula (1.21) by The monotone LCP—the qualifier ”monotone” is implicit throughout this book—is the problem of finding vectors x and s in I R that satisfy the following conditions: 4. page 13, line −12: delete “o...
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ژورنال
عنوان ژورنال: RAIRO - Operations Research
سال: 2008
ISSN: 0399-0559,1290-3868
DOI: 10.1051/ro:2008009