کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4635026 | 1631838 | 2007 | 7 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A finite termination Mehrotra-type predictor-corrector algorithm
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Mehrotra-type predictor-corrector algorithms are the backbone of most Interior Point Methods based software packages. Salahi et al. [M. Salahi, J. Peng, T. Terlaky, On Mehrotra-type predictor-corrector algorithms, Technical Report 2005/4, Advanced Optimization Lab., McMaster University, Hamilton, ON, Canada. http://www.cas.mcmaster.ca/~oplab/publication] in their recent works have shown some ill behaviors of Mehrotra's original algorithm which motivated them to modify it in order to achieve the polynomial iteration complexity while preserving its practical efficiency. In this paper we analyze the same algorithm from a different perspective and give a condition on the maximum feasible step size in the predictor step, violation of which might lead to a very small or even zero step size in the corrector step. If the maximum step size in the predictor step is above a certain threshold, then we cut it to satisfy the derived condition. This enables us to prove that the algorithm terminates finitely.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 190, Issue 2, 15 July 2007, Pages 1740-1746
Journal: Applied Mathematics and Computation - Volume 190, Issue 2, 15 July 2007, Pages 1740-1746
نویسندگان
Maziar Salahi,