In this paper, we propose a general path following method, in which the starting point can be any feasible interior pair and each iteration uses a step with the largest possible reduction in duality gap. The algorithm...In this paper, we propose a general path following method, in which the starting point can be any feasible interior pair and each iteration uses a step with the largest possible reduction in duality gap. The algorithm maintains the O (nL) ineration complexity It enjoys quadratic convergence if the optimal vertex is nondegenerate.展开更多
文摘In this paper, we propose a general path following method, in which the starting point can be any feasible interior pair and each iteration uses a step with the largest possible reduction in duality gap. The algorithm maintains the O (nL) ineration complexity It enjoys quadratic convergence if the optimal vertex is nondegenerate.
