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A projective variant of the approximate center method for the dual linear programming problem

II Mathematical Programming II.3 Linear Programming And Complementarity
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Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 180)

Abstract

We deal with a projective path-following method for linear programming. The performance depends on the exponent μ in the numerator of a multiplicative barrier function. The best iteration bound, i.e. O(√nL), occurs for large values of μ, e.g., μ≥2n.

Keywords

Linear programming interior point method central path path-following method projective method polynomial-time 

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References

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Copyright information

© International Federation for Information Processing 1992

Authors and Affiliations

  • C. Roos
    • 1
  1. 1.Faculty of Mathematics and Computer ScienceDelft University of TechnologyDelftNetherlands

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