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Interior-Point Algorithms Based on Primal-Dual Entropy

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.

Identiferoai:union.ndltd.org:WATERLOO/oai:uwspace.uwaterloo.ca:10012/1181
Date January 2006
CreatorsLuo, Shen
PublisherUniversity of Waterloo
Source SetsUniversity of Waterloo Electronic Theses Repository
LanguageEnglish
Detected LanguageEnglish
TypeThesis or Dissertation
Formatapplication/pdf, 429420 bytes, application/pdf
RightsCopyright: 2006, Luo, Shen. All rights reserved.

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