Infeasible-Interior-Point Primal-Dual Potential-Reduction Algorithms for Linear Programming
نویسندگان
چکیده
منابع مشابه
Infeasible-Interior-Point Primal-Dual Potential-Reduction Algorithms for Linear Programming
In this paper, we propose primal-dual potential-reduction algorithms which can start from an infeasible interior point. We rst describe two such algorithms and show that both are polynomial-time bounded. One of the algorithms decreases the Tanabe-Todd-Ye primal-dual potential function by a constant at each iteration under the condition that the duality gap decreases by at most the same ratio as...
متن کاملAn infeasible-interior-point potential-reduction algorithm for linear programming
This paper studies a new potential-function and an infeasible-interior-point method based on this function for the solution of linear programming problems. This work is motivated by the apparent gap between the algorithms with the best worst-case complexity and their most successful implementations. For example, analyses of the algorithms are usually carried out by imposing several regularity a...
متن کاملA Primal-Dual Interior Point Algorithm for Linear Programming
This chapter presents an algorithm that works simultaneously on primal and dual linear programming problems and generates a sequence of pairs of their interior feasible solutions. Along the sequence generated, the duality gap converges to zero at least linearly with a global convergence ratio (1 Yf/n); each iteration reduces the duality gap by at least Yf/n. Here n denotes the size of the probl...
متن کاملPrimal-dual entropy-based interior-point algorithms for linear optimization
We propose a family of search directions based on primal-dual entropy in the contextof interior-point methods for linear optimization. We show that by using entropy based searchdirections in the predictor step of a predictor-corrector algorithm together with a homogeneousself-dual embedding, we can achieve the current best iteration complexity bound for linear opti-mization. The...
متن کاملA truncated primal-infeasible dual-feasible network interior point method
In this paper, we introduce the truncated primal-infeasible dual-feasible interior point algorithm for linear programming and describe an implementation of this algorithm for solving the minimum cost network flow problem. In each iteration, the linear system that determines the search direction is computed inexactly, and the norm of the resulting residual vector is used in the stopping criteria...
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: SIAM Journal on Optimization
سال: 1995
ISSN: 1052-6234,1095-7189
DOI: 10.1137/0805003