We propose a family of search directions based on primal-dual entropy in the context of interior point methods for linear programming. This new family contains previously proposed search directions in the context of primal-dual entropy. We analyze the new family of search directions by studying their primal-dual affine-scaling and constant-gap centering components. We then design primal-dual interior-point algorithms by utilizing our search directions in a homogeneous and self-dual framework. We present iteration complexity analysis of our algorithms and provide the results of computational experiments on NETLIB problems.
Identifer | oai:union.ndltd.org:WATERLOO/oai:uwspace.uwaterloo.ca:10012/1181 |
Date | January 2006 |
Creators | Luo, Shen |
Publisher | University of Waterloo |
Source Sets | University of Waterloo Electronic Theses Repository |
Language | English |
Detected Language | English |
Type | Thesis or Dissertation |
Format | application/pdf, 429420 bytes, application/pdf |
Rights | Copyright: 2006, Luo, Shen. All rights reserved. |
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