An O(√nL) Iteration Bound Primal-Dual Cone Affine Scaling Algorithm for Linear Programming
نویسندگان
چکیده
In this paper we introduce a primal-dual affine scaling method. The method uses a searchdirection obtained by minimizing the duality gap over a linearly transformed conic section. This direction neither coincides with known primal-dual affine scaling directions [12, 21], nor does it fit in the generic primal-dual method [15]. The new method requires O(√nL) main iterations. It is shown that the iterates follow the primal-dual central path in a neighbourhood larger than the conventional N2 neighbourhood. The proximity to the primal-dual central path is measured by trigonometric functions.
منابع مشابه
An O(root(n)L) iteration bound primal-dual cone affine scaling algorithm for linear programming
In this paper we introduce a primal-dual affine scaling method. The method uses a search-direction obtained by minimizing the duality gap over a linearly transformed conic section. This direction neither coincides with known primal-dual affine scaling directions (Jansen et al., 1993; Monteiro et al., 1990), nor does it fit in the generic primal-dual method (Kojima et al., 1989). The new method ...
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