An Optimal Method for Adjusting the Centering Parameter in the Wide-Neighborhood Primal-Dual Interior-Point Algorithm for Linear Programming

An Optimal Method for Adjusting the Centering Parameter in the Wide-Neighborhood Primal-Dual Interior-Point Algorithm for Linear Programming

Year:    2004

Author:    Wenbao Ai

Journal of Computational Mathematics, Vol. 22 (2004), Iss. 3 : pp. 437–446

Abstract

In this paper we present a dynamic optimal method for adjusting the centering parameter in the wide-neighborhood primal-dual interior-point algorithms for linear programming, while the centering parameter is generally a constant in the classical wide-neighborhood primal-dual interior-point algorithms. The computational results show that the new method is more efficient.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2004-JCM-10317

Journal of Computational Mathematics, Vol. 22 (2004), Iss. 3 : pp. 437–446

Published online:    2004-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    10

Keywords:    Linear programming Primal-dual interior point methods Wide-neighbourhood methods.

Author Details

Wenbao Ai