ON A MATRIX GENERALIZATION OF AFFINE-SCALING VECTOR-FIELDS

被引：14

作者：

FAYBUSOVICH, L

机构：

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 1995年 / 16卷 / 03期

关键词：

LINEAR PROGRAMMING; INTERIOR POINT METHODS; MATRIX PROBLEMS;

D O I：

10.1137/S0895479893251939

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We construct a generalization of affine-scaling vector fields for matrix linear programming problems. We discuss various properties of these vector fields and suggest a generalization of a path-following algorithm that is due to C.Gonoaga [SIAM Rev., 34 (1992), pp. 493-513].

引用

页码：886 / 897

页数：12

共 15 条

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[12] AN INTERIOR-POINT METHOD FOR MINIMIZING THE MAXIMUM EIGENVALUE OF A LINEAR COMBINATION OF MATRICES
JARRE, F
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1993, 31 (05) : 1360 - 1377
[13] Nesterov Y., 1994, INTERIOR POINT POLYN
[14] OPTIMALITY CONDITIONS AND DUALITY-THEORY FOR MINIMIZING SUMS OF THE LARGEST EIGENVALUES OF SYMMETRICAL MATRICES
OVERTON, ML
WOMERSLEY, RS
[J]. MATHEMATICAL PROGRAMMING, 1993, 62 (02) : 321 - 357
[15] SONNEVEND G, 1991, NUMERICAL LINEAR ALG

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