摘要
本文我们提出了一个改进型线性规划预校正算法，我们的预步和校正步方向与Mizuno－Todd-Ye[4]的方向是不同的．我们的算法的迭代复杂度为，然而在校正步，我们降低对偶间隙一个常数因子．
We propose a modified preditor-corrector interior point algorithm for linear programming in this paper. We obtain the complexity of step. However,in the corrector step,our algorithm not only keep the new point in a small neigborhood of the central path,but also reduce the duality gap a constant frac-tlon.
出处
《经济数学》
1998年第Z1期61-64,共4页
Journal of Quantitative Economics
关键词
线性规划
内点算法
复杂度
Linear programming, interior point algorithms,complexity
