线性规划的邻域跟踪算法

被引:13
作者
艾文宝
机构
[1] 北京邮电大学理学院教学部北京
关键词
线性规划; 原始-对偶内点算法; 宽邻域算法; 二次收敛;
D O I
暂无
中图分类号
O221.1 [线性规划];
学科分类号
摘要
提出了线性规划的邻域跟踪算法.当这个邻域是宽邻域时,该算法就是宽邻域原始-对偶内点算法;如果这个邻域退化成中心路径,则算法就退化成中心路径跟踪算法.证明了该算法具有O( nL)次迭代复杂性,而经典的宽邻域算法是O(nL)次迭代复杂性.也证明了该算法在非退化条件下是二次收敛的,并给出了一些计算结果.
引用
收藏
页码:40 / 47
页数:8
相关论文
共 6 条
[1]   The largest step path following algorithm for monotone linear complementarity problems [J].
Gonzaga, CC .
MATHEMATICAL PROGRAMMING, 1997, 76 (02) :309-332
[2]  
Convergence behavior of interior-point algorithms[J] . Osman Güler,Yinyu Ye.Mathematical Programming . 1993 (1)
[3]  
Interior path following primal-dual algorithms. part II: Convex quadratic programming[J] . Renato D. C. Monteiro,Ilan Adler.Mathematical Programming . 1989 (1)
[4]  
Interior path following primal-dual algorithms. part I: Linear programming[J] . Renato D. C. Monteiro,Ilan Adler.Mathematical Programming . 1989 (1)
[5]   A POLYNOMIAL-TIME ALGORITHM FOR A CLASS OF LINEAR COMPLEMENTARITY-PROBLEMS [J].
KOJIMA, M ;
MIZUNO, S ;
YOSHISE, A .
MATHEMATICAL PROGRAMMING, 1989, 44 (01) :1-26
[6]  
The largest step path following algorithm for monotone linear complementarity problems .2 Gonzaga,C. C. Mathematical Programming . 1997