Comparative analysis of affine scaling algorithms based on simplifying assumptions

Comparative analysis of affine scaling algorithms based on simplifying assumptions

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Article ID: iaor19921521
Country: Netherlands
Volume: 52
Issue: 3
Start Page Number: 405
End Page Number: 414
Publication Date: Dec 1991
Journal: Mathematical Programming
Authors:
Abstract:

The paper analyzes several affine potential reduction algorithms for linear programming based on simplifying assumptions. It shows that, under a strong probabilistic assumption regarding the distribution of the data in an iteration, the decrease in the primal potential function will be equ1with high probability, compared to the guaranteed equ2. (equ3 is a parameter in the potential function and n is the number of variables.) Under the same assumption, the paper further>a1.25<shows that the objective reduction rate of Dikin's affine scaling algorithm is equ4with high probability, compared to no guaranteed convergence rate.

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