SUPERLINEAR AND QUADRATIC CONVERGENCE OF PRIMAL DUAL INTERIOR-POINT METHODS FOR LINEAR-PROGRAMMING REVISITED

被引:21
|
作者
ZHANG, Y
TAPIA, RA
机构
[1] RICE UNIV,DEPT MATH SCI,HOUSTON,TX 77251
[2] RICE UNIV,CTR RES PARALLEL COMPUTAT,HOUSTON,TX 77251
关键词
LINEAR PROGRAMMING; PRIMAL DUAL INTERIOR-POINT ALGORITHMS; SUPERLINEAR CONVERGENCE; QUADRATIC CONVERGENCE;
D O I
10.1007/BF00940179
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
Recently, Zhang, Tapia, and Dennis (Ref. 1) produced a superlinear and quadratic convergence theory for the duality gap sequence in primal-dual interior-point methods for linear programming. in this theory, a basic assumption for superlinear convergence is the convergence of the iteration sequence; and a basic assumption for quadratic convergence is nondegeneracy. Several recent research projects have either used or built on this theory under one or both of the above-mentioned assumptions. In this paper, we remove both assumptions from the Zhang-Tapia-Dennis theory.
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页码:229 / 242
页数:14
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