On effectively computing the analytic center of the solution set by primal-dual interior-point methods

被引:0
|
作者
Gonzalez, MD
Tapia, RA
Potra, FA
机构
[1] Univ Simon Bolivar, Dept Comp Cient & Estadist, Caracas 1080A, Venezuela
[2] Univ Simon Bolivar, Ctr Estadist & Software Matemat, Caracas 1080A, Venezuela
[3] Rice Univ, Dept Computat & Appl Math, Houston, TX 77251 USA
[4] Rice Univ, Ctr Res Parallel Computat, Houston, TX 77251 USA
[5] Univ Iowa, Dept Math, Iowa City, IA 52242 USA
[6] Univ Iowa, Dept Comp Sci, Iowa City, IA 52242 USA
关键词
primal-dual interior-point algorithm; analytic-center solution; linear programming;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The computation of the analytic center of the solution set can be important in linear programming applications where it is desirable to obtain a solution that is not near the relative boundary of the solution set. In this work we discuss the effective computation of the analytic center solution by the use of primal-dual interior-point methods. A primal-dual interior-point algorithm designed for effectively computing the analytic-center solution is proposed, and theory and numerical results are presented.
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页码:1 / 25
页数:25
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