Title of article
Average case complexity results for a centering algorithm for linear programming problems under Gaussian distributions
Author/Authors
Petra Huhn ، نويسنده , , Verena Wehlitz، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
13
From page
377
To page
389
Abstract
To solve linear programming problems by interior point methods an approximately centered interior point has to be known. Such a point can be found by an algorithmic approach – a so-called phase 1 algorithm or centering algorithm. For random linear programming problems distributed according to the rotation symmetry model, especially with normal distribution, we present probabilistic results on the quality of the origin as starting point and the average number of steps of a centering algorithm.
Keywords
Linear programming , Interior point methods , Average case complexity of algorithms
Journal title
European Journal of Operational Research
Serial Year
2009
Journal title
European Journal of Operational Research
Record number
1313507
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