A relaxed primal-dual path-following algorithm for linear programming

نویسندگان

Tsung-Min Hwang

Chih-Hung Lin

Wen-Wei Lin

چکیده

In this paper, we provide an easily satisfied relaxation condition for the primaldual interior path-following algorithm to solve linear programming problems. It is shown that the relaxed algorithm preserves the property of polynomial-time convergence. The computational results obtained by implementing two versions of the relaxed algorithm with slight modifications clearly demonstrate the potential in reducing computational efforts.

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