The primal power affine scaling method
نویسندگان
چکیده
منابع مشابه
The primal power affine scaling method
In this paper, we present a variant of the primal affine scaling method, which we call the primal power affine scaling method. This method is defined by choosing a real r > 0.5, and is similar to the power barrier variant of the primal-dual homotopy methods considered by den Hertog, Roos and Terlaky and Sheu and Fang. Here, we analyze the methods for r > 1. The analysis for 0.50 < r < 1 is simi...
متن کاملA simple proof of a primal affine scaling method
In this paper, we present a simpler proof of the result of Tsuchiya and Muramatsu on the convergence of the primal affine scaling method. We show that the primal sequence generated by the method converges to the interior of the optimum face and the dual sequence to the analytic center of the optimal dual face, when the step size implemented in the procedure is bounded by 2/3. We also prove the ...
متن کاملPrimal Dual Affine Scaling on GPUs
Here we present an implementation of Primal-Dual Affine scaling method to solve linear optimisation problem on GPU based systems. Strategies to convert the system generated by complementary slackness theorem into a symmetric system are given. A new CUDA friendly technique to solve the resulting symmetric positive definite subsystem is also developed. Various strategies to reduce the memory tran...
متن کاملPolynomial Primal-Dual Affine Scaling Algorithms in Semidefinite Programming
Two primal{dual a ne scaling algorithms for linear programming are extended to semide nite programming. The algorithms do not require (nearly) centered starting solutions, and can be initiated with any primal{dual feasible solution. The rst algorithm is the Dikin-type a ne scaling method of Jansen et al. [8] and the second the pure a ne scaling method of Monteiro et al. [12]. The extension of t...
متن کاملSuperlinear primal-dual affine scaling algorithms for LCP
We describe an interior-point algorithm for monotone linear complementarity problems in which primal-dual affine scaling is used to generate the search directions. The algorithm is shown to have global and superlinear convergence with Q-order up to (but not including) two. The technique is shown to be consistent with a potential-reduction algorithm, yielding the first potential-reduction algori...
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: Annals of Operations Research
سال: 1996
ISSN: 0254-5330,1572-9338
DOI: 10.1007/bf02206824