Please use this identifier to cite or link to this item: https://doi.org/10.1023/A:1021342315203
Title: On the log-exponential trajectory of linear programming
Authors: Sun, J. 
Zhang, L.
Keywords: Damped Newton method
Interior point method
Linear programming
Log-exponential function
Superlinear convergence
Issue Date: 2003
Source: Sun, J., Zhang, L. (2003). On the log-exponential trajectory of linear programming. Journal of Global Optimization 25 (1) : 75-90. ScholarBank@NUS Repository. https://doi.org/10.1023/A:1021342315203
Abstract: Development in interior point methods has suggested various solution trajectories, also called central paths, for linear programming. In this paper we define a new central path through a log-exponential perturbation to the complementarity equation in the Karush-Kuhn-Tucker system. The behavior of this central path is investigated and an algorithm is proposed. The algorithm can compute an ε-optimal solution at a superlinear rate of convergence. © 2003 Kluwer Academic Publishers.
Source Title: Journal of Global Optimization
URI: http://scholarbank.nus.edu.sg/handle/10635/43949
ISSN: 09255001
DOI: 10.1023/A:1021342315203
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