The Stability of Interior-point Algorithms
A new stable algorithm to compute the projection PWA =(WA)(WA)+ when W is a stiff matrix is given, and is applied to compute the Newton direction (△x, △y, △z) in interior-point algorithms for linear programming. Numerical experiments show that this algorithm can keep high precision even the scaling matrix Dk is badly scaled in last iterates in interior-point algorithms.
projection interior-point algorithm Newton direction
Guanghui Fan Aijing Liu Xuehan Cheng
Research Center for History of Mathematics and Science, Northwest University, Xian,College of Mathe College of Mathematics Science, Qufu Normal University, Qufu, Shandong College of Mathematics and Information, Ludong University, Yantai, Shandong
国际会议
The Third International Workshop on Applied Matriz Theory(第三届国际矩阵分析与应用会议)
杭州
英文
38-40
2009-07-09(万方平台首次上网日期,不代表论文的发表时间)