Parabolic Target Space and Primal-Dual Interior-Point Methods.

In this paper we develop new primal-dual interior-point methods for linear programming, which are based on the concept of parabolic target space. We show that such schemes work in the infinity-neighborhood of the primal-dual central path. Nevertheless these methods possess the best known complexity estimate. We demonstrate that the adaptative-step path-following strategies can be naturally incorporated in such schemes.

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Year of publication:	1998
Authors:	Nesterov, Y.
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	COMPUTER PROGRAMMING LANGUAGES \| METHODOLOGY \| ECONOMETRICS (C.O.R.E.) \| LOUVAIN-LA-NEUVE BELGIQUE. 26p

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Series:	Papers.
Type of publication:	Book / Working Paper
Classification:	C6 - Mathematical Methods and Programming ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C8 - Data Collection and Data Estimation Methodology; Computer Programs
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005634080