A Primal-Dual Variant of the IRI-IMAI Algorithm for Linear Programming
نویسنده
چکیده
A local acceleration method for primal-dual potential-reduction algorithms is introduced. The method developed here uses modified Newton search directions to minimize the Tanabe-Todd-Ye (TTY) potential function, and can be regarded as a primal-dual variant of the Iri-Imai algorithm based on the multiplicative analogue of Karmarkar's potential function. When iterates are close to an optimal solution, the TTY potential function has negative curvature along the generated search directions. Therefore, large reductions in the potential function can be obtained, guaranteeing polynomial and quadratic convergence to nondegenerate solutions. * Research supported in part by NSF through grant DMS-9706950.
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عنوان ژورنال:
- Math. Oper. Res.
دوره 25 شماره
صفحات -
تاریخ انتشار 2000