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Please use this identifier to cite or link to this item: https://doi.org/10.1023/A:1021342315203
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dc.titleOn the log-exponential trajectory of linear programming
dc.contributor.authorSun, J.
dc.contributor.authorZhang, L.
dc.date.accessioned2013-10-09T03:23:00Z
dc.date.available2013-10-09T03:23:00Z
dc.date.issued2003
dc.identifier.citationSun, 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
dc.identifier.issn09255001
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/43949
dc.description.abstractDevelopment 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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1023/A:1021342315203
dc.sourceScopus
dc.subjectDamped Newton method
dc.subjectInterior point method
dc.subjectLinear programming
dc.subjectLog-exponential function
dc.subjectSuperlinear convergence
dc.typeArticle
dc.contributor.departmentDECISION SCIENCES
dc.description.doi10.1023/A:1021342315203
dc.description.sourcetitleJournal of Global Optimization
dc.description.volume25
dc.description.issue1
dc.description.page75-90
dc.description.codenJGOPE
dc.identifier.isiut000179561100005
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