期刊文献+

EXPECTED NUMBER OF ITERATIONS OF INTERIOR-POINT ALGORITHMS FOR LINEAR PROGRAMMING

原文传递
导出
摘要 We study the behavior of some polynomial interior-point algorithms for solving random linear programming (LP) problems. We show that the expected and anticipated number of iterations of theseTodd's probabilisticalgorithms is bounded above by O(n^1.5). The random LP problem is model with the Cauchy distribution.
作者 Si-mingHuang
出处 《Journal of Computational Mathematics》 SCIE CSCD 2005年第1期93-100,共8页 计算数学(英文)
  • 相关文献

参考文献11

  • 1Anstreicher, K M , Ji, J , Potra, P A , & Ye, Y , Probabilistic Analysis of an Infeasible Primal-dual Algorithm for Linear Programming, Mathematics of Operations Research 1, (1999), 176-192.
  • 2Girko, V L , On the distribution of solutions of systems of linear equations with random coefficients,Theor. Probability and Math. Statist. 27 (1974), 41-44.
  • 3Huang, S , Average number of iterations of interior-point algorithms for linear programming, Science in China (A), Vol. 43(8), 829-835.
  • 4Karmarkar, N , A newp01ynomial time algorithm for linear programming, Cornbinatorica 4, (1984),373-395.
  • 5Kojima, M , Mizuno, S & Yoshise, A , An O(√nL) iteration potential reduction algorithm forlinear complementarity problems, Mathematical Programming 50, (1991), 331-342.
  • 6Lustig, I J , R E Marsten and D F Shanon, "The primal-dual interior point method on the Crays upercomputer," In T F Coleman and Y Li, editors, Large-scale Numerical Optimization, pages 70-80, SIAM, 1990.
  • 7Mehrotra, S & Ye, Y , Finding an interior point in the optimal face of linear programs, Mathematical Programming 62, (1993), 497-516.
  • 8Potra, F A , An infeasible interior-point predictor-corrector algorithm for linear programming,SIAM J. Optim. 6, (1996), 19-32.
  • 9Todd, M J , Probabilistic models for linear programming, Mathematics of Operations Research 16,(1991), 671-693.
  • 10Yang, G. and S. Huang, Solving the bank asset and liability management model via an interior point algorithm, Lecture Notes in Decision Sciences, Vol. 2, Financial Systems Engineering, Global Link Publisher, Hong Kong, p. 530-544.

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部