A predictor-corrector algorithm for linear optimization based on a specific self-regular proximity function
文献类型：期刊论文
| 作者 | Peng, JM; Terlaky, T; Zhao, YB |
| 刊名 | SIAM JOURNAL ON OPTIMIZATION
 |
| 出版日期 | 2005 |
| 卷号 | 15期号:4页码:1105-1127 |
| 关键词 | linear optimization interior-point methods predictor-corrector self-regular proximity function large neighborhoods polynomial complexity superlinear convergence |
| ISSN号 | 1052-6234 |
| DOI | 10.1137/040603991 |
| 英文摘要 | It is well known that the so-called first-order predictor-corrector methods working in a large neighborhood of the central path are among the most efficient interior-point methods (IPMs) for linear optimization (LO) problems. However, the best known iteration complexity of this type of method is O(n log (x(0))(T)s(0)/epsilon). It is of interest to investigate whether the complexity of first-order predictor-corrector type methods can be further improved. In this paper, based on a specific self-regular proximity function, we de. ne a new large neighborhood of the central path. In particular, we show that the new neighborhood matches the standard large neighborhood that is defined by the infinity norm and widely used in the IPM literature. A new first-order predictor-corrector method for LO that uses a search direction induced by self-regularity in corrector steps is proposed. We prove that our predictor-corrector algorithm, working in a large neighborhood, has an O(root n log n log (x(0))(T)s(0)/epsilon) iteration bound. Local superlinear convergence of the algorithm is also established. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000231357600009 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/2003]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Peng, JM |
| 作者单位 | 1.McMaster Univ, Dept Comp & Software, Hamilton, ON L8S 4L7, Canada 2.Chinese Acad Sci, AMSS, Inst Appl Math, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Peng, JM,Terlaky, T,Zhao, YB. A predictor-corrector algorithm for linear optimization based on a specific self-regular proximity function[J]. SIAM JOURNAL ON OPTIMIZATION,2005,15(4):1105-1127. |
| APA | Peng, JM,Terlaky, T,&Zhao, YB.(2005).A predictor-corrector algorithm for linear optimization based on a specific self-regular proximity function.SIAM JOURNAL ON OPTIMIZATION,15(4),1105-1127. |
| MLA | Peng, JM,et al."A predictor-corrector algorithm for linear optimization based on a specific self-regular proximity function".SIAM JOURNAL ON OPTIMIZATION 15.4(2005):1105-1127. |
入库方式： OAI收割
来源：数学与系统科学研究院
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