On quadratic convergence of the O(root nL)-iteration homogeneous and self-dual linear programming algorithm
文献类型：期刊论文
| 作者 | Wu, F; Wu, SQ; Ye, YY |
| 刊名 | ANNALS OF OPERATIONS RESEARCH
 |
| 出版日期 | 1999 |
| 卷号 | 87页码:393-406 |
| 关键词 | linear programming interior-point algorithms homogeneity self-dual quadratic convergence |
| ISSN号 | 0254-5330 |
| 英文摘要 | In this paper, we show that Ye-Todd-Mizuno's O(root nL)-iteration homogeneous and self-dual linear programming (LP) algorithm possesses quadratic convergence of the duality gap to zero. In the case of infeasibility, this shows that a homogenizing variable quadratically converges to zero (which proves that at least one of the primal and dual LP problems is infeasible) and implies that the iterates of the (original) LP variable quadratically diverge. Thus, we have established a complete asymptotic convergence result for interior-point algorithms without any assumption on the LP problem. |
| WOS研究方向 | Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000080349200027 |
| 出版者 | BALTZER SCI PUBL BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14630]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Wu, F |
| 作者单位 | 1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China 2.Univ Iowa, Dept Management Sci, Iowa City, IA 52242 USA |
| 推荐引用方式 GB/T 7714 | Wu, F,Wu, SQ,Ye, YY. On quadratic convergence of the O(root nL)-iteration homogeneous and self-dual linear programming algorithm[J]. ANNALS OF OPERATIONS RESEARCH,1999,87:393-406. |
| APA | Wu, F,Wu, SQ,&Ye, YY.(1999).On quadratic convergence of the O(root nL)-iteration homogeneous and self-dual linear programming algorithm.ANNALS OF OPERATIONS RESEARCH,87,393-406. |
| MLA | Wu, F,et al."On quadratic convergence of the O(root nL)-iteration homogeneous and self-dual linear programming algorithm".ANNALS OF OPERATIONS RESEARCH 87(1999):393-406. |
入库方式： OAI收割
来源：数学与系统科学研究院
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