KMS Of Academy of mathematics and systems sciences, CAS
| A ROBUST INTERIOR POINT METHOD FOR COMPUTING THE ANALYTIC CENTER OF AN ILL-CONDITIONED POLYTOPE WITH ERRORS | |
| Wang, Zhouhong1; Dai, Yuhong2,3; Xu, Fengmin4 | |
| 2019 | |
| Source Publication | JOURNAL OF COMPUTATIONAL MATHEMATICS
 |
| ISSN | 0254-9409 |
| Volume | 37Issue:6Pages:843-865 |
| Abstract | In this paper we propose an efficient and robust method for computing the analytic center of the polyhedral set P = {x is an element of R-n vertical bar Ax = b; x >= 0}, where the matrix A is an element of R-mxn is ill-conditioned, and there are errors in A and b. Besides overcoming the difficulties caused by ill-conditioning of the matrix A and errors in A and b, our method can also detect the infeasibility and the unboundedness of the polyhedral set P automatically during the computation. Detailed mathematical analyses for our method are presented and the worst case complexity of the algorithm is also given. Finally some numerical results are presented to show the robustness and effectiveness of the new method. |
| Keyword | Analytic center Ill-conditioning Unboundedness Primal-dual interior point algorithm Convergence Polynomial complexity |
| DOI | 10.4208/jcm.1907-m2019-0016 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | Chinese Natural Science Foundation[11631013] ; Chinese Natural Science Foundation[71331001] ; Chinese Natural Science Foundation[11331012] ; National 973 Program of China[2015CB856002] ; Chinese NSF[11631013] ; Chinese NSF[11571271] ; Chinese NSF[11605139] |
| WOS Research Area | Mathematics |
| WOS Subject | Mathematics, Applied ; Mathematics |
| WOS ID | WOS:000504738100006 |
| Publisher | GLOBAL SCIENCE PRESS |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/50474 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Wang, Zhouhong |
| Affiliation | 1.Beijing Jiaotong Univ, Sch Sci, Beijing 100044, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LESC, Beijing 100190, Peoples R China 3.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 4.Xi An Jiao Tong Univ, Sch Econ & Finance, Xian 710061, Shaanxi, Peoples R China |
| Recommended Citation GB/T 7714 | Wang, Zhouhong,Dai, Yuhong,Xu, Fengmin. A ROBUST INTERIOR POINT METHOD FOR COMPUTING THE ANALYTIC CENTER OF AN ILL-CONDITIONED POLYTOPE WITH ERRORS[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2019,37(6):843-865. |
| APA | Wang, Zhouhong,Dai, Yuhong,&Xu, Fengmin.(2019).A ROBUST INTERIOR POINT METHOD FOR COMPUTING THE ANALYTIC CENTER OF AN ILL-CONDITIONED POLYTOPE WITH ERRORS.JOURNAL OF COMPUTATIONAL MATHEMATICS,37(6),843-865. |
| MLA | Wang, Zhouhong,et al."A ROBUST INTERIOR POINT METHOD FOR COMPUTING THE ANALYTIC CENTER OF AN ILL-CONDITIONED POLYTOPE WITH ERRORS".JOURNAL OF COMPUTATIONAL MATHEMATICS 37.6(2019):843-865. |
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