Interior path following primal-dual algorithms. part I: Linear programming
نویسندگان
چکیده
We describe a primal-dual interior point algorithm for linear programming problems which requires a total of O(~fnL) number of iterations, where L is the input size. Each iteration updates a penalty parameter and finds the Newton direction associated with the Karush-Kuhn-Tucker system of equations which characterizes a solution of the logarithmic barrier function problem. The algorithm is based on the path following idea.
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عنوان ژورنال:
- Math. Program.
دوره 44 شماره
صفحات -
تاریخ انتشار 1989