Optimization algorithms in the cone of central path (Q5954392)
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scientific article; zbMATH DE number 1699642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization algorithms in the cone of central path |
scientific article; zbMATH DE number 1699642 |
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Optimization algorithms in the cone of central path (English)
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1 April 2002
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Two dual algorithms for solving a linear programming problem are presented. The algorithms are based on the motion in the neighborhood of the ``central path'', which is approached as the solution tends to an optimum one. The direction of solution improvement is sought simultaneously with minimizing the central path parameter, which refines the estimates for the guaranteed rate of convergence.
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linear programming problem
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dual algorithms
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central path
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optimization
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gradient
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convergence
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