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|Title:||On the log-exponential trajectory of linear programming||Authors:||Sun, J.
|Keywords:||Damped Newton method
Interior point method
|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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