| A MODIFIED HOMOGENEOUS AND SELF-DUAL LINEAR PROGRAMMING ALGORITHM |
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| 引用本文： | GUO Tiande(Mathematics Department,Qufu Normal University,Qufu 273165,China)WU Shiquan(Institute of Applied Mathematics,Academia Sinia,Beijing 100080,China). A MODIFIED HOMOGENEOUS AND SELF-DUAL LINEAR PROGRAMMING ALGORITHM[J]. 系统科学与复杂性, 1995, 0(3) |
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| 作者姓名： | GUO Tiande(Mathematics Department Qufu Normal University Qufu 273165 China)WU Shiquan(Institute of Applied Mathematics Academia Sinia Beijing 100080 China) |
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| 作者单位： | GUO Tiande(Mathematics Department，Qufu Normal University，Qufu 273165，China)WU Shiquan(Institute of Applied Mathematics，Academia Sinia，Beijing 100080，China) |
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| 摘 要： | ＡＭＯＤＩＦＩＥＤＨＯＭＯＧＥＮＥＯＵＳＡＮＤＳＥＬＦ－ＤＵＡＬＬＩＮＥＡＲＰＲＯＧＲＡＭＭＩＮＧＡＬＧＯＲＩＴＨＭ￥ＧＵＯＴｉａｎｄｅ（ＭａｔｈｅｍａｔｉｃｓＤｅｐａｒｔｍｅｎｔ，ＱｕｆｕＮｏｒｍａｌＵｎｉｖｅｒｓｉｔｙ，Ｑｕｆｕ２７３１６５，Ｃｈ...
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A MODIFIED HOMOGENEOUS AND SELF-DUAL LINEAR PROGRAMMING ALGORITHM |
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| GUO Tiande. A MODIFIED HOMOGENEOUS AND SELF-DUAL LINEAR PROGRAMMING ALGORITHM[J]. Journal of Systems Science and Complexity, 1995, 0(3) |
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| Authors: | GUO Tiande |
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| Abstract: | In this paper,we modify the corrector step of the homogeneous and self-dual linear programming algorithm, proposed by Ye, Todd and Mizuno[1]. The duality gap is reduced by a constant fraction per iteration. It is shown that our modified algorithm retains the O(L) iteration complexity and the duality gap converges to zero. |
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| Keywords: | Linear programming interior point algorithms homogeneity self-dual. |
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