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
发表期刊	ANNALS OF OPERATIONS RESEARCH
ISSN	0254-5330
卷号	87 页码:393-406
摘要	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.
关键词	linear programming interior-point algorithms homogeneity self-dual quadratic convergence
语种	英语
WOS研究方向	Operations Research & Management Science
WOS类目	Operations Research & Management Science
WOS记录号	WOS:000080349200027
出版者	BALTZER SCI PUBL BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14631
专题	中国科学院数学与系统科学研究院
通讯作者	Wu, F
作者单位	1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China 2.Univ Iowa, Dept Management Sci, Iowa City, IA 52242 USA
推荐引用方式 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.