A ROBUST INTERIOR POINT METHOD FOR COMPUTING THE ANALYTIC CENTER OF AN ILL-CONDITIONED POLYTOPE WITH ERRORS
文献类型：期刊论文
| 作者 | Wang, Zhouhong2; Dai, Yuhong1,4; Xu, Fengmin3 |
| 刊名 | JOURNAL OF COMPUTATIONAL MATHEMATICS
 |
| 出版日期 | 2019 |
| 卷号 | 37期号:6页码:843-865 |
| 关键词 | Analytic center Ill-conditioning Unboundedness Primal-dual interior point algorithm Convergence Polynomial complexity |
| ISSN号 | 0254-9409 |
| DOI | 10.4208/jcm.1907-m2019-0016 |
| 英文摘要 | In this paper we propose an efficient and robust method for computing the analytic center of the polyhedral set P = {x is an element of R-n vertical bar Ax = b; x >= 0}, where the matrix A is an element of R-mxn is ill-conditioned, and there are errors in A and b. Besides overcoming the difficulties caused by ill-conditioning of the matrix A and errors in A and b, our method can also detect the infeasibility and the unboundedness of the polyhedral set P automatically during the computation. Detailed mathematical analyses for our method are presented and the worst case complexity of the algorithm is also given. Finally some numerical results are presented to show the robustness and effectiveness of the new method. |
| 资助项目 | Chinese Natural Science Foundation[11631013] ; Chinese Natural Science Foundation[71331001] ; Chinese Natural Science Foundation[11331012] ; National 973 Program of China[2015CB856002] ; Chinese NSF[11631013] ; Chinese NSF[11571271] ; Chinese NSF[11605139] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000504738100006 |
| 出版者 | GLOBAL SCIENCE PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/50473]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Wang, Zhouhong |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LESC, Beijing 100190, Peoples R China 2.Beijing Jiaotong Univ, Sch Sci, Beijing 100044, Peoples R China 3.Xi An Jiao Tong Univ, Sch Econ & Finance, Xian 710061, Shaanxi, Peoples R China 4.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, Zhouhong,Dai, Yuhong,Xu, Fengmin. A ROBUST INTERIOR POINT METHOD FOR COMPUTING THE ANALYTIC CENTER OF AN ILL-CONDITIONED POLYTOPE WITH ERRORS[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2019,37(6):843-865. |
| APA | Wang, Zhouhong,Dai, Yuhong,&Xu, Fengmin.(2019).A ROBUST INTERIOR POINT METHOD FOR COMPUTING THE ANALYTIC CENTER OF AN ILL-CONDITIONED POLYTOPE WITH ERRORS.JOURNAL OF COMPUTATIONAL MATHEMATICS,37(6),843-865. |
| MLA | Wang, Zhouhong,et al."A ROBUST INTERIOR POINT METHOD FOR COMPUTING THE ANALYTIC CENTER OF AN ILL-CONDITIONED POLYTOPE WITH ERRORS".JOURNAL OF COMPUTATIONAL MATHEMATICS 37.6(2019):843-865. |
入库方式： OAI收割
来源：数学与系统科学研究院
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