Proposes a central path in interior point methods which scales the variables. Role of the central path in interior point methods; Methodology; Results and discussion.
In this paper, we propose a general path following method, in which the starting point can be any feasible interior pair and each iteration uses a step with the largest possible reduction in duality gap. The algorithm...In this paper, we propose a general path following method, in which the starting point can be any feasible interior pair and each iteration uses a step with the largest possible reduction in duality gap. The algorithm maintains the O (nL) ineration complexity It enjoys quadratic convergence if the optimal vertex is nondegenerate.展开更多
基金This work is partially supported by Chinese NNSF grants 19731010 and the Knowledge Innovation Program of Chinese Academy of Sc
摘要Proposes a central path in interior point methods which scales the variables. Role of the central path in interior point methods; Methodology; Results and discussion.
摘要In this paper, we propose a general path following method, in which the starting point can be any feasible interior pair and each iteration uses a step with the largest possible reduction in duality gap. The algorithm maintains the O (nL) ineration complexity It enjoys quadratic convergence if the optimal vertex is nondegenerate.