Primal-dual entropy-based interior-point algorithms for linear optimization
نویسندگان
چکیده
منابع مشابه
Primal-dual entropy-based interior-point algorithms for linear optimization
We propose a family of search directions based on primal-dual entropy in the contextof interior-point methods for linear optimization. We show that by using entropy based searchdirections in the predictor step of a predictor-corrector algorithm together with a homogeneousself-dual embedding, we can achieve the current best iteration complexity bound for linear opti-mization. The...
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ژورنال
عنوان ژورنال: RAIRO - Operations Research
سال: 2017
ISSN: 0399-0559,1290-3868
DOI: 10.1051/ro/2016020