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:LACETR/oai:collectionscanada.gc.ca:OWTU.10012/1181 |
| Date | January 2006 |
| Creators | Luo, Shen |
| Publisher | University of Waterloo |
| Source Sets | Library and Archives Canada ETDs Repository / Centre d'archives des thèses électroniques de Bibliothèque et Archives Canada |
| 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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