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.
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.