POLYNOMIAL AFFINE ALGORITHMS FOR LINEAR-PROGRAMMING

被引:27
作者
GONZAGA, CC
机构
[1] Department of Systems Engineering and Computer Sciences, COPPE-Federal University of Rio de Janeiro, Rio de Janeiro, 21941, RJ
关键词
affine algorithms; interior methods; Karmarkar's algorithm; Linear programming;
D O I
10.1007/BF01588776
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
The method of steepest descent with scaling (affine scaling) applied to the potential function q log c′x - ∑i=1n log xi solves the linear programming problem in polynomial time for q ≥ n. If q = n, then the algorithm terminates in no more than O(n2L) iterations; if q ≥ n + {Mathematical expression} with q = O(n) then it takes no more than O(nL) iterations. A modified algorithm using rank-1 updates for matrix inversions achieves respectively O(n4L) and O(n3.5L) arithmetic computions. © 1990 The Mathematical Programming Society, Inc.
引用
收藏
页码:7 / 21
页数:15
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