Superlinear variant of the dual affine scaling algorithm
The affine scaling methods introduced by Dikin are generally considered the most efficient interior point algorithms from a computational point of view. However, it is actually an open question to know whether there is a polynomial affine scaling algorithm. This fact has motivated many investigations efforts and led to several convergence results. This is the case of the recently obtained results by Tsuchiya, Tseng and Luo and Tsuchiya and Muramatsu which, unlike the pioneering Dikin`s convergence result, do not require any non degeneracy assumption. This paper presents a new variant of the dual affine scaling algorithm for Linear Programming that, in a finite number of iterations, determines a primal-dual pair of optimal solutions. It is also shown the superlinear convergence of that variant without requiring any non degeneracy assumption.
- OSTI ID:
- 36246
- Report Number(s):
- CONF-9408161-; TRN: 94:009753-0571
- Resource Relation:
- Conference: 15. international symposium on mathematical programming, Ann Arbor, MI (United States), 15-19 Aug 1994; Other Information: PBD: 1994; Related Information: Is Part Of Mathematical programming: State of the art 1994; Birge, J.R.; Murty, K.G. [eds.]; PB: 312 p.
- Country of Publication:
- United States
- Language:
- English
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