Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 0676.90038
Monteiro, Renato D.C.; Adler, Ilan
Interior path following primal-dual algorithms. I: Linear programming. (English)
[J] Math. Program., Ser. A 44, No.1, 27-41 (1989). ISSN 0025-5610; ISSN 1436-4646/e

Authors' abstract: ``We describe a primal-dual interior point algorithm for linear programming problems which requires a total of O($\sqrt{n}L)$ number of iterations, where L is the input size. Each iteration updates a penalty parameter and finds the Newton direction associated with the Karush-Kuhn-Tucker system of equations which characterizes a solution of the logarithmic barrier function problem. The algorithm is based on the path following idea.'' \par [For part II see the authors, ibid. A 44, No.1, 43-66 (1989; Zbl 0676.90039).]
[N.Deng]

MSC 2000:: *90C05 Linear programming
65K05 Mathematical programming (numerical methods)
68Q25 Analysis of algorithms and problem complexity

Keywords: polynomial-time algorithms; primal-dual interior point algorithm; logarithmic barrier function; path following

Citations: Zbl 0676.90039

Cited in: Zbl 0967.65077 Zbl 0971.90057 Zbl 0913.65052 Zbl 0913.65051 Zbl 0911.90254 Zbl 0718.65048 Zbl 0676.90039

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]