A Generic Path-Following Algorithm with a Sliding Constraint and its Application to Linear Programming and the Computation of Analytic Centers
AbstractWe propose a generic path-following scheme which is essentially a method of centers that can be implemented with a variety of algorithms. The complexity estimate is computed on the sole assumption that a certain local quadratic convergence property holds, independently of the specific algorithmic procedure in use, primal, dual or primal-dual.
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Bibliographic InfoPaper provided by Ecole des Hautes Etudes Commerciales, Universite de Geneve- in its series Papers with number 96.08.
Length: 29 pages
Date of creation: 1996
Date of revision:
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Postal: Suisse; Ecole des Hautes Etudes Commerciales, Universite de Geneve, faculte des SES. 102 Bb. Carl-Vogt CH - 1211 Geneve 4, Suisse
Web page: http://www.hec.unige.ch/
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- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
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