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Dual barrier functions with superfast rates of convergence for the linear programming problem

Published online by Cambridge University Press:  17 February 2009

M. R. Osborne
M. R. Osborne
Affiliation:
Department of Statistics, Research School of Social Sciences, Australian National University, G. P. O. Box 4, Canberra, A. C. T. 2601, Australia
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Abstract

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It is shown that barrier functions applied to the dual linear program can be modified to give multiplier estimates that converge to the solution of the primal problem. Newton's method is considered for implementing this approach and numerical results presented. It has been shown that there is a connection between these methods and Karmarkar's algorithm, but for the class of problems considered further improvements are still required before those methods become competitive with active set methods.

Type
Research Article
Information
The ANZIAM Journal , Volume 29 , Issue 1 , July 1987 , pp. 39 - 58
Copyright
Copyright © Australian Mathematical Society 1987

References

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