A NONINTERIOR CONTINUATION METHOD FOR QUADRATIC AND LINEAR PROGRAMMING

被引：20

作者：

Chen, Bintong ^{[1
]}

Harker, Patrick T. ^{[2
]}

机构：

[1] Washington State Univ, Coll Business & Econ, Dept Management & Syst, Pullman, WA 99164 USA

[2] Univ Penn, Wharton Sch, Dept Decis Sci, Philadelphia, PA 19104 USA

来源：

SIAM JOURNAL ON OPTIMIZATION | 1993年 / 3卷 / 03期

基金：

美国国家科学基金会;

关键词：

linear complementarity; quadratic programming; linear programming; continuation; interior point algorithms;

D O I：

10.1137/0803024

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The noninterior point path-following algorithm presented by the authors in 1990 is specialized to the mixed linear complementarity problem and its special cases (quadratic and linear programming). The new algorithm is related to, but has several advantages over, the interior point path-following algorithms.

引用

页码：503 / 515

页数：13

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