A constraint-reduced variant of Mehrotra’s predictor-corrector algorithm
نویسندگان
چکیده
منابع مشابه
A constraint-reduced variant of Mehrotra's predictor-corrector algorithm
Consider linear programs in dual standard form with n constraints and m variables. When typical interior-point algorithms are used for the solution of such problems, updating the iterates, using direct methods for solving the linear systems and assuming a dense constraint matrix A, requires O(nm) operations per iteration. When n ≫ m it is often the case that at each iteration most of the constr...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2011
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-010-9389-4