On the limiting properties of the affine-scaling directions

Temel Bulgular & Veri:The worst-case angle between the affine-scaling directions and the objective function vector provides an interesting measure that has been very helpful in convergence analyses and in understanding the behaviour of various interior-point algorithms.

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Sonuç & Katkı:We also provide a new characterization of the smallest large variable complexity measure of Ye.

🔬Tür:Araştırma Makalesi

📍Kapsam:Genişletilmiş Akademik Örneklem

⚙️Değişkenler:Alan Parametreleri

Abstract

We study the limiting properties of the affine-scaling directions for linear programming problems. The worst-case angle between the affine-scaling directions and the objective function vector provides an interesting measure that has been very helpful in convergence analyses and in understanding the behaviour of various interior-point algorithms. We establish new relations between this measure and some other complexity measures which are used in the complexity analyses of algorithms for linear programming. We also provide a new characterization of the smallest large variable complexity measure of Ye.

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Bu Makaleye Atıf Yap

LARA, H. J., GONZAGA, C. C., TUNÇEL, L. (2004). On the limiting properties of the affine-scaling directions. Yöneylem Araştırması Dergisi, Cilt: 16 - Sayı: 1, 47–69. https://ajindex.com/articles/332322

Kaynakça (16)

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