Optimization algorithms in the cone of central path

MaRDI QIDQ5954392zbMATH OpenFDO

Authors Valeriǐ Ivanovich Zorkaltsev

Publication date 1 April 2002

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

central pathconvergencedual algorithmsgradientlinear programming problemoptimization

Mathematics Subject Classification ID

Linear programming (90C05) Interior-point methods (90C51)

Review text

Two dual algorithms for solving a linear programming problem are presented. The algorithms are based on the motion in the neighborhood of the ``central path, which is approached as the solution tends to an optimum one. The direction of solution improvement is sought simultaneously with minimizing the central path parameter, which refines the estimates for the guaranteed rate of convergence.

Recommendations

• scientific article; zbMATH DE number 1225250
• Primal-dual target-following algorithms for linear programming
• Algorithmic Enhancements to the Method of Centers for Linear Programming Problems
• Dual interior point algorithms
• Path-Following Methods for Linear Programming

Cited in

(4)

• Algorithmic Enhancements to the Method of Centers for Linear Programming Problems
• scientific article; zbMATH DE number 1225250 (Why is no real title available?)
• Interior point algorithms in linear optimization
• scientific article; zbMATH DE number 1855673 (Why is no real title available?)

This page was built for publication: Optimization algorithms in the cone of central path

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5954392)