Interior-Point Algorithms Based on Primal-Dual Entropy
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Date
2006
Authors
Luo, Shen
Advisor
Journal Title
Journal ISSN
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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.
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Keywords
Mathematics, Primal-Dual entropy, Interior-Point Algorithm, reparameterization