Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/44944
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dc.titleControlled dual perturbations for central path trajectories in geometric programming
dc.contributor.authorZhu, J.
dc.contributor.authorKortanek, K.O.
dc.contributor.authorHuang, S.
dc.date.accessioned2013-10-10T04:38:20Z
dc.date.available2013-10-10T04:38:20Z
dc.date.issued1994
dc.identifier.citationZhu, J.,Kortanek, K.O.,Huang, S. (1994). Controlled dual perturbations for central path trajectories in geometric programming. European Journal of Operational Research 73 (3) : 524-531. ScholarBank@NUS Repository.
dc.identifier.issn03772217
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/44944
dc.description.abstractA dynamic perturbation algorithm is developed building on the work of Fang, Peterson and Rajasekera, who introduced simple lower bounds as perturbations in an equivalent dual pair to the posynomial geometric programming primal and dual programs. In their approach, a duality gap tolerance is pre-specified, and then the perturbations are determined from additional information, such as a current feasible point and a bound for the optimal program value. Our approach updates the perturbation vector in at most O(In ε{lunate}) outer loop iterations, while requiring no more than a 50% reduction in the current duality gap in each inner loop iteration. One of the advantages of our approach is that the perturbation bound tends to stay away from zero in a way that results in more stable computations. © 1994.
dc.sourceScopus
dc.subjectDuality gap
dc.subjectGeometric programming
dc.subjectPerturbation method
dc.subjectPrimal-dual algorithm
dc.typeArticle
dc.contributor.departmentDECISION SCIENCES
dc.description.sourcetitleEuropean Journal of Operational Research
dc.description.volume73
dc.description.issue3
dc.description.page524-531
dc.description.codenEJORD
dc.identifier.isiutNOT_IN_WOS
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