首页   按字顺浏览 期刊浏览 卷期浏览 The complexity of an infeasible interior-point path-following method for the solution o...
The complexity of an infeasible interior-point path-following method for the solution of linear programs

 

作者: Josef Stoer,  

 

期刊: Optimization Methods and Software  (Taylor Available online 1994)
卷期: Volume 3, issue 1-3  

页码: 1-12

 

ISSN:1055-6788

 

年代: 1994

 

DOI:10.1080/10556789408805552

 

出版商: Gordon and Breach Science Publishers

 

关键词: Linear programs;infeasible-interior-point methods;path-following methods;polynomiality

 

数据来源: Taylor

 

摘要:

Interior point methods that follow the primal-dual central path of a dual pair of linear programs (Po),(Do) require that these problems are strictly feasible. To get around this difficulty, one technique is to embed (Po),(Do) into a family of suitably perturbed strictly feasible linear programs (Pr),(Dr),r>0and to follow the path (x(r),s(r)),r>0, of all strictly feasible solutions of (Pr),(Dr) withxi(r)si(r)=r,i= 1…,n. Path following methods compute approximations to this path at parametersR=ro>r1>…, and their complexity is measured by the numberN=N(r, R) of steps needed to reduce a givenR>0 to a desiredr>0. It is shown for a standard method thatN(r, R) is estimated by a boundwhereCois a universal constant but K=K(ƀ,ȼ)is a constant depending ƀ,ȼ on with K(0,0)=0, and on the sizeof the path.

 

点击下载:  PDF (380KB)



返 回