Improved complexity using higher-order correctors for primal-dual Dikin affine scaling

Fecha:	1997
Resumen:	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.
Derechos:	Tots els drets reservats.
Lengua:	Anglès
Documento:	Article ; recerca ; Versió publicada
Materia:	Linear programming ; Interior-point algorithm ; Affine scaling ; Complexity
Publicado en:	Mathematical Programming, vol. 76 n. 1 (1997) p. 117-130, ISSN 0025-5610

14 p, 528.4 KB

Acceso restringido a la UAB

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