A class of primal affine scaling algorithms (Q427024)
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English | A class of primal affine scaling algorithms |
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A class of primal affine scaling algorithms (English)
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13 June 2012
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The authors present a new class of primal affine scaling algorithms and prove the so-called weak convergence of the primal class for nondegenerate linearly constrained convex programming under some mild assumptions. Some preliminary numerical results for the linear programs and the quadratic programming problems are provided to demonstrate the computational performance of the proposed class of algorithms.
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interior point algorithms
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affine scaling algorithms
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linear convex programming
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weak convergence
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numerical results
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linear programs
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quadratic programming
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