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线性规划中预测-校正内点算法的改进(英文)

A Modified Predictor-Corrector Interior-Point Algorithm for Linear Programming
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摘要 研究线性规划中预测一校正内点算法的改进,获得了复杂度0(nL),进一步地,在校正部不仅把迭代点重新置于一个小邻域中,而且降低了对偶间隙。 We propose a modified predictor-corrector interior point algorithm for linearprogramming in this paper. We obtain the same complexity of O(√nL) step. However, inthe correctot step,our algorithm not only keep the new point in a small neigborhood of the central path,but also reduee the duality gap.
出处 《上饶师专学报》 1997年第6期15-20,共6页
关键词 内点算法 轨道追踪算法 线性规划 interior-point algorithm, path-following algorithm,linear programming.
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参考文献3

  • 1Masakazu Kojima,Shinji Mizuno,Akiko Yoshise. A polynomial-time algorithm for a class of linear complementarity problems[J] 1989,Mathematical Programming(1-3):1~26
  • 2Renato D. C. Monteiro,Ilan Adler. Interior path following primal-dual algorithms. part I: Linear programming[J] 1989,Mathematical Programming(1-3):27~41
  • 3Renato D. C. Monteiro,Ilan Adler. Interior path following primal-dual algorithms. part II: Convex quadratic programming[J] 1989,Mathematical Programming(1-3):43~66

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