On the Log-exponential Trajectory of Linear Programming

Authors:
Jie Sun;Liwei Zhang
Affiliations:
Singapore-MIT Alliance and Department of Decision Sciences, National University of Singapore, Republic of Singapore 119260/ E-mail: jsun@nus.edu.sg/;CORA, Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, China/Center for Advanced Information Systems, School of Computer Engineering Nanyang Technological Univers ...
Venue:
Journal of Global Optimization
Year:
2003

Citing 2
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A class of smoothing functions for nonlinear and mixed complementarity problems

Computational Optimization and Applications
Interior point algorithms: theory and analysis

Interior point algorithms: theory and analysis

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Abstract

Development in interior point methods has suggested various solution trajectories, also called central paths, for linear programming. In this paper we define a new central path through a log-exponential perturbation to the complementarity equation in the Karush-Kuhn-Tucker system. The behavior of this central path is investigated and an algorithm is proposed. The algorithm can compute an ε-optimal solution at a superlinear rate of convergence.