Research on primal-dual interior point algorithms for mathematical programming. Final technical report, August 1991--August 1993
Today interior-point methods of choice for general linear programming are primal-dual infeasible interior-point algorithms. There is a big gap between theoretical algorithms and practical algorithms. Major goals of the project were to narrow the gaps between theory and practice of primal-dual interior-point methods. The PI (principal investigator) played a leading role in joint work with Richard Tapia on constructing the first superlinear and polynomial primal-dual algorithm. PI`s recent work on infeasible interior-point methods established the first polynomial result for today`s interior-point methods of device. More recently, PI established polynomial complexities for Mehrotra-type predictor-corrector methods which have been widely regarded today as the most practically efficient methods. This work has laid a solid theoretical foundation for these methods.
- Research Organization:
- Maryland Univ., Baltimore, MD (United States)
- Sponsoring Organization:
- USDOE, Washington, DC (United States)
- DOE Contract Number:
- FG05-91ER25100
- OSTI ID:
- 10107167
- Report Number(s):
- DOE/ER/25100--2; ON: DE94003982; BR: KC0701010
- Country of Publication:
- United States
- Language:
- English
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