Monotonicity of Primal and Dual Objective Values in Primal-dual Interior-point Algorithms
نویسندگان
چکیده
منابع مشابه
Monotonicity of Primal and Dual Objective Values in Primal-dual Interior-point Algorithms
We study monotonicity of primal and dual objective values in the framework of primal-dual interior-point methods. The primal-dual aane-scaling algorithm is monotone in both objectives. We derive a condition under which a primal-dualinterior-point algorithm with a centering component is monotone. Then we propose primal-dual algorithms that are monotone in both primal and dual objective values an...
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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: SIAM Journal on Optimization
سال: 1994
ISSN: 1052-6234,1095-7189
DOI: 10.1137/0804034