Improved complexity using higher-order correctors for primal-dual Dikin affine scaling
Jansen, Benjamin
Roos, C.
Terlaky, Tamás
Ye, Y.

Date: 1997
Abstract: In this paper we show that the primal-dual Dikin affine scaling algorithm for linear programming of Jansen, Roos and Terlaky enhances an asymptotical O(V~nL) complexity by using corrector steps. We also show that the result remains valid when the method is applied to positive semi-definite linear complementarity problems.
Rights: Tots els drets reservats.
Language: Anglès
Document: Article ; recerca ; Versió publicada
Subject: Linear programming ; Interior-point algorithm ; Affine scaling ; Complexity
Published in: Mathematical Programming, vol. 76 n. 1 (1997) p. 117-130, ISSN 0025-5610



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 Record created 2006-03-13, last modified 2023-06-03



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