Stabilization of interior-point methods for linear programming

被引：13
|
作者：
Kovacevic-Vujcic, VV [1 ]
Asic, MD
机构：
[1] Univ Belgrade, Fac Org Sci, Belgrade, Yugoslavia
[2] Ohio State Univ, Dept Math, Newark, OH USA
来源：
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 1999年 / 14卷 / 03期
关键词：
interior-point methods; ill-conditioning; degeneracy; stabilization;
D O I：
10.1023/A:1026452506999
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
The paper studies numerical stability problems arising in the application of interior-point methods to primal degenerate linear programs. A stabilization procedure based on Gaussian elimination is proposed and it is shown that it stabilizes all path following methods, original and modified Dikin's method, Karmarkar's method, etc.
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页码：331 / 346
页数：16
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