메뉴 건너뛰기




Volumn 24, Issue 1, 1999, Pages 176-192

Probabilistic analysis of an infeasible-interior-point algorithm for linear programming

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; ITERATIVE METHODS; LINEAR PROGRAMMING; MATHEMATICAL MODELS; PROBABILITY;

EID: 0033076102     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.24.1.176     Document Type: Article
Times cited : (15)

References (30)
  • 1
    • 0024606997 scopus 로고
    • A combined phase I-phase II projective algorithm for linear programming
    • Anstreicher, K. M. 1989. A combined phase I-phase II projective algorithm for linear programming. Math. Programming 43 209-223.
    • (1989) Math. Programming , vol.43 , pp. 209-223
    • Anstreicher, K.M.1
  • 2
    • 0026400139 scopus 로고
    • A combined phase I-phase II scaled potential algorithm for linear programming
    • _ 1991. A combined phase I-phase II scaled potential algorithm for linear programming. Math. Programming 52 429-439.
    • (1991) Math. Programming , vol.52 , pp. 429-439
  • 3
    • 0010787663 scopus 로고
    • Average performance of a self-dual interior point algorithm for linear programming
    • P. Pardalos, ed. World Scientific, Singapore
    • _, J. Ji, F. A. Potra, Y. Ye 1992a. Average performance of a self-dual interior point algorithm for linear programming. P. Pardalos, ed. Complexity in Numerical Optimization. World Scientific, Singapore, 1-15.
    • (1992) Complexity in Numerical Optimization , pp. 1-15
    • Ji, J.1    Potra, F.A.2    Ye, Y.3
  • 5
    • 0043271673 scopus 로고
    • Infeasible path following algorithms for linear complementarity problems
    • Dept. of Mathematics, University of Iowa, Iowa City, IA
    • Bonnans, J. F., F. A. Potra 1994. Infeasible path following algorithms for linear complementarity problems. Reports on Computational Mathematics 63, Dept. of Mathematics, University of Iowa, Iowa City, IA.
    • (1994) Reports on Computational Mathematics , vol.63
    • Bonnans, J.F.1    Potra, F.A.2
  • 6
    • 21344454181 scopus 로고    scopus 로고
    • An infeasible-start algorithm for linear programming whose complexity depends on the distance from the starting point to the optimal solution
    • Freund, R. M. 1996. An infeasible-start algorithm for linear programming whose complexity depends on the distance from the starting point to the optimal solution. Ann. Oper. Res. 62 29-58.
    • (1996) Ann. Oper. Res. , vol.62 , pp. 29-58
    • Freund, R.M.1
  • 7
    • 0041299939 scopus 로고
    • On the distribution of solution of systems of linear equations with random coefficients
    • Girko, V. L. 1974. On the distribution of solution of systems of linear equations with random coefficients. Theor. Probability Math. Statist. 2 41-44.
    • (1974) Theor. Probability Math. Statist. , vol.2 , pp. 41-44
    • Girko, V.L.1
  • 9
    • 0344432784 scopus 로고
    • On the big M in the affine scaling algorithm
    • Ishihara, T., M. Kojima 1993. On the big M in the affine scaling algorithm. Math. Programming 62 85-93.
    • (1993) Math. Programming , vol.62 , pp. 85-93
    • Ishihara, T.1    Kojima, M.2
  • 10
    • 85038070220 scopus 로고
    • On the average complexity of finding an ∈-optimal solution for linear programming
    • Dept. of Mathematics, University of Iowa, Iowa City, IA
    • Ji, J., F. A. Potra 1992. On the average complexity of finding an ∈-optimal solution for linear programming. Reports on Computational Mathematics No. 25, Dept. of Mathematics, University of Iowa, Iowa City, IA.
    • (1992) Reports on Computational Mathematics , vol.25
    • Ji, J.1    Potra, F.A.2
  • 11
    • 0027667652 scopus 로고
    • A primal-dual infeasible-interior-point algorithm for linear programming
    • Kojima, M., N. Megiddo, S. Mizuno 1993. A primal-dual infeasible-interior-point algorithm for linear programming. Math. Programming 61 263-280.
    • (1993) Math. Programming , vol.61 , pp. 263-280
    • Kojima, M.1    Megiddo, N.2    Mizuno, S.3
  • 12
    • 0027911179 scopus 로고
    • A little theorem of the big M in interior point algorithms
    • _, S. Mizuno, A. Yoshise 1993. A little theorem of the big M in interior point algorithms. Math. Programming 59 361-376.
    • (1993) Math. Programming , vol.59 , pp. 361-376
    • Mizuno, S.1    Yoshise, A.2
  • 13
    • 0000114112 scopus 로고
    • Computational experience with a primal-dual interior point method for linear programming
    • Lustig, I. J., R. E. Marsten, D. F. Shanno 1991. Computational experience with a primal-dual interior point method for linear programming. Linear Algebra and its Applications 152 191-222.
    • (1991) Linear Algebra and Its Applications , vol.152 , pp. 191-222
    • Lustig, I.J.1    Marsten, R.E.2    Shanno, D.F.3
  • 14
    • 34250077538 scopus 로고
    • Finding an interior point in the optimal face of linear programs
    • Mehrotra, S., Y. Ye 1993. Finding an interior point in the optimal face of linear programs. Math. Programming 62 497-515.
    • (1993) Math. Programming , vol.62 , pp. 497-515
    • Mehrotra, S.1    Ye, Y.2
  • 15
    • 0028524565 scopus 로고
    • Polynomiality of infeasible-interior-point algorithms for linear programming
    • Mizuno, S. 1994. Polynomiality of infeasible-interior-point algorithms for linear programming. Math. Programming 67 109-119.
    • (1994) Math. Programming , vol.67 , pp. 109-119
    • Mizuno, S.1
  • 16
    • 0011336082 scopus 로고
    • Infeasible-interior-point primal-dual potential-reduction algorithms for linear programming
    • _, M. Kojima, M. J. Todd 1995. Infeasible-interior-point primal-dual potential-reduction algorithms for linear programming. SIAM J. Optim. 5 52-67.
    • (1995) SIAM J. Optim. , vol.5 , pp. 52-67
    • Kojima, M.1    Todd, M.J.2
  • 17
    • 0000836925 scopus 로고
    • On adaptive-step primal-dual interior-point algorithms for linear programming
    • _, M. J. Todd, Y. Ye 1993. On adaptive-step primal-dual interior-point algorithms for linear programming. Math. Oper. Res. 18 964-981.
    • (1993) Math. Oper. Res. , vol.18 , pp. 964-981
    • Todd, M.J.1    Ye, Y.2
  • 18
    • 0028713181 scopus 로고
    • A quadratically convergent predictor-corrector method for solving linear programs from infeasible starting points
    • Potra, F. A. 1994. A quadratically convergent predictor-corrector method for solving linear programs from infeasible starting points. Math. Programming 67 383-406.
    • (1994) Math. Programming , vol.67 , pp. 383-406
    • Potra, F.A.1
  • 19
    • 0030304765 scopus 로고    scopus 로고
    • An infeasible interior-point predictor-corrector algorithm for linear programming
    • _ 1996. An infeasible interior-point predictor-corrector algorithm for linear programming. SIAM J. Optim. 6 19-32.
    • (1996) SIAM J. Optim. , vol.6 , pp. 19-32
  • 20
    • 0010786679 scopus 로고
    • Probabilistic models for linear programming
    • Erratum 23 767-768
    • Todd, M. J. 1991. Probabilistic models for linear programming. Math. Oper. Res. 16 671-693. Erratum 23 767-768.
    • (1991) Math. Oper. Res. , vol.16 , pp. 671-693
    • Todd, M.J.1
  • 21
    • 0027113507 scopus 로고
    • On Anstreicher's combined phase I-phase II projective algorithm for linear programming
    • _ 1992. On Anstreicher's combined phase I-phase II projective algorithm for linear programming. Math. Programming 55 1-15.
    • (1992) Math. Programming , vol.55 , pp. 1-15
  • 22
    • 0027574908 scopus 로고
    • Combining phase I and phase II in a potential reduction algorithm for linear programming
    • _ 1993. Combining phase I and phase II in a potential reduction algorithm for linear programming. Math. Programming 59 133-150.
    • (1993) Math. Programming , vol.59 , pp. 133-150
  • 23
    • 0028525075 scopus 로고
    • An infeasible interior point algorithm for linear complementarity problems
    • Wright, S. J. 1994. An infeasible interior point algorithm for linear complementarity problems. Math. Programming 67 29-52.
    • (1994) Math. Programming , vol.67 , pp. 29-52
    • Wright, S.J.1
  • 24
    • 0001717971 scopus 로고    scopus 로고
    • A superquadratic infeasible-interior-point algorithm for linear complementarity problems
    • _, Y. Zhang 1996. A superquadratic infeasible-interior-point algorithm for linear complementarity problems. Math. Programming 73 269-289.
    • (1996) Math. Programming , vol.73 , pp. 269-289
    • Zhang, Y.1
  • 25
    • 30244459714 scopus 로고
    • On the finite convergence of interior-point algorithms for linear programming
    • Ye, Y. 1992. On the finite convergence of interior-point algorithms for linear programming. Math. Programming 57 325-335.
    • (1992) Math. Programming , vol.57 , pp. 325-335
    • Ye, Y.1
  • 26
    • 0002953043 scopus 로고
    • Towards probabilistic analysis of interior-point algorithms for linear programming
    • _ 1994. Towards probabilistic analysis of interior-point algorithms for linear programming. Math. Oper. Res. 19 38-52.
    • (1994) Math. Oper. Res. , vol.19 , pp. 38-52
  • 28
    • 0003058678 scopus 로고
    • An O(√nL)-iteration homogeneous and self-dual linear programming algorithm
    • _, M. J. Todd, S. Mizuno 1994. An O(√nL)-iteration homogeneous and self-dual linear programming algorithm. Math. Oper. Res. 19 53-67.
    • (1994) Math. Oper. Res. , vol.19 , pp. 53-67
    • Todd, M.J.1    Mizuno, S.2
  • 29
    • 0000252459 scopus 로고
    • On the convergence of a class of infeasible interior-point algorithms for the horizontal linear complementarity problem
    • Zhang, Y. 1994. On the convergence of a class of infeasible interior-point algorithms for the horizontal linear complementarity problem. SIAM J. Optim. 4 208-227.
    • (1994) SIAM J. Optim. , vol.4 , pp. 208-227
    • Zhang, Y.1
  • 30
    • 34249773505 scopus 로고
    • Superlinear convergence of infeasible-interior-point methods for linear programming
    • _, D. Zhang 1994. Superlinear convergence of infeasible-interior-point methods for linear programming. Math. Programming 66 361-377.
    • (1994) Math. Programming , vol.66 , pp. 361-377
    • Zhang, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.