Interior-Point Algorithms Based on Primal-Dual Entropy
dc.contributor.author | Luo, Shen | en |
dc.date.accessioned | 2006-08-22 14:26:10 (GMT) | |
dc.date.available | 2006-08-22 14:26:10 (GMT) | |
dc.date.issued | 2006 | en |
dc.date.submitted | 2006 | en |
dc.identifier.uri | http://hdl.handle.net/10012/1181 | |
dc.description.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. | en |
dc.format | application/pdf | en |
dc.format.extent | 429420 bytes | |
dc.format.mimetype | application/pdf | |
dc.language.iso | en | en |
dc.publisher | University of Waterloo | en |
dc.rights | Copyright: 2006, Luo, Shen. All rights reserved. | en |
dc.subject | Mathematics | en |
dc.subject | Primal-Dual entropy | en |
dc.subject | Interior-Point Algorithm | en |
dc.subject | reparameterization | en |
dc.title | Interior-Point Algorithms Based on Primal-Dual Entropy | en |
dc.type | Master Thesis | en |
dc.pending | false | en |
uws-etd.degree.department | Combinatorics and Optimization | en |
uws-etd.degree | Master of Mathematics | en |
uws.typeOfResource | Text | en |
uws.peerReviewStatus | Unreviewed | en |
uws.scholarLevel | Graduate | en |