Large step volumetric potential reduction algorithms for linear programming

Large step volumetric potential reduction algorithms for linear programming

0.00 Avg rating0 Votes
Article ID: iaor19971569
Country: Netherlands
Volume: 62
Issue: 1
Start Page Number: 521
End Page Number: 538
Publication Date: Mar 1996
Journal: Annals of Operations Research
Authors:
Keywords: interior point methods
Abstract:

The paper considers the construction of potential reduction algorithms using volumetric, and mixed volumetric-logarithmic, barriers. These are true ‘large step’ methods, where dual updates produce constant-factor reductions in the primal-dual gap. Using a mixed volumetric-logarithmic barrier the paper obtains an equ1 iteration algorithm, improving on the best previously known complexity for a large step method. The present results complement those of Vaidya and Atkinson on small step volumetric, and mixed volumetric-logarithmic, barrier function algorithms. The paper also obtains simplified proofs of fundamental properties of the volumetric barrier, originally due to Viadya.

Reviews

Required fields are marked *. Your email address will not be published.