Interior-Point Algorithms Based on Primal-Dual Entropy

Loading...
Thumbnail Image

Date

2006

Authors

Luo, Shen

Advisor

Journal Title

Journal ISSN

Volume Title

Publisher

University of Waterloo

Abstract

We propose a family of search directions based on primal-dual entropy in the context of interior point methods for linear programming. This new family contains previously proposed search directions in the context of primal-dual entropy. We analyze the new family of search directions by studying their primal-dual affine-scaling and constant-gap centering components. We then design primal-dual interior-point algorithms by utilizing our search directions in a homogeneous and self-dual framework. We present iteration complexity analysis of our algorithms and provide the results of computational experiments on NETLIB problems.

Description

Keywords

Mathematics, Primal-Dual entropy, Interior-Point Algorithm, reparameterization

LC Subject Headings

Citation