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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 | Citation: | 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 |
Appears in Collections: | Staff Publications |
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