Recovery from Numerical Instability during Basis Reinversion

Authors:
Jeffery L. Kennington;Riad A. K. Mohamed
Affiliations:
Department of Computer Science and Engineering, School of Engineering and Applied Science, Southern Methodist University, Dallas, Texas 75275;Department of Computer Science and Engineering, School of Engineering and Applied Science, Southern Methodist University, Dallas, Texas 75275
Venue:
Computational Optimization and Applications
Year:
1997

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Abstract

We are motivated by the problem of constructing aprimal-dual barrier function whose Hessian induces the (theoreticallyand practically) popular symmetric primal and dual scalings forlinear programming problems. Although this goal is impossible toattain, ...