The Stability of Interior-point Algorithms

摘要：

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.

关键词： projection interior-point algorithm Newton direction

作者: Guanghui Fan Aijing Liu Xuehan Cheng

作者单位: 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

会议类型: 国际会议

会议名称: The Third International Workshop on Applied Matriz Theory(第三届国际矩阵分析与应用会议)

会议地点: 杭州

会议语种:英文

页码: 38-40

在线出版日期: 2009-07-09（万方平台首次上网日期，不代表论文的发表时间）