On quadratic convergence of the O(root nL)-iteration homogeneous and self-dual linear programming algorithm

CSpace

	On quadratic convergence of the O(root nL)-iteration homogeneous and self-dual linear programming algorithm
	Wu, F ; Wu, SQ ; Ye, YY
	1999
Source Publication	ANNALS OF OPERATIONS RESEARCH
ISSN	0254-5330
Volume	87 Pages:393-406
Abstract	In this paper, we show that Ye-Todd-Mizuno's O(root nL)-iteration homogeneous and self-dual linear programming (LP) algorithm possesses quadratic convergence of the duality gap to zero. In the case of infeasibility, this shows that a homogenizing variable quadratically converges to zero (which proves that at least one of the primal and dual LP problems is infeasible) and implies that the iterates of the (original) LP variable quadratically diverge. Thus, we have established a complete asymptotic convergence result for interior-point algorithms without any assumption on the LP problem.
Keyword	linear programming interior-point algorithms homogeneity self-dual quadratic convergence
Language	英语
WOS Research Area	Operations Research & Management Science
WOS Subject	Operations Research & Management Science
WOS ID	WOS:000080349200027
Publisher	BALTZER SCI PUBL BV
Citation statistics
Document Type	期刊论文
Identifier	http://ir.amss.ac.cn/handle/2S8OKBNM/14631
Collection	中国科学院数学与系统科学研究院
Corresponding Author	Wu, F
Affiliation	1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China 2.Univ Iowa, Dept Management Sci, Iowa City, IA 52242 USA
Recommended Citation GB/T 7714	Wu, F,Wu, SQ,Ye, YY. On quadratic convergence of the O(root nL)-iteration homogeneous and self-dual linear programming algorithm[J]. ANNALS OF OPERATIONS RESEARCH,1999,87:393-406.
APA	Wu, F,Wu, SQ,&Ye, YY.(1999).On quadratic convergence of the O(root nL)-iteration homogeneous and self-dual linear programming algorithm.ANNALS OF OPERATIONS RESEARCH,87,393-406.
MLA	Wu, F,et al."On quadratic convergence of the O(root nL)-iteration homogeneous and self-dual linear programming algorithm".ANNALS OF OPERATIONS RESEARCH 87(1999):393-406.

Files in This Item:
There are no files associated with this item.

If you have any objections to this item, please fill out the form below and the administrator will contact you as soon as possible.
Content:
Email：	*
Institution:
Verification Code:	Refresh

Any comments and suggestions are welcomed.
Title:	*
Content:
Email：	*
Verification Code:	Refresh

中国科学院数学与系统科学研究院机构知识库