Title of article
New Barrier Parameter Updating Technique in Mehrotra-Type Algorithm
Author/Authors
SALAHI, M. University of Guilan - Department of Mathematics, رشت, ايران
From page
99
To page
108
Abstract
We introduce a new adaptive updating technique of the barrier parameter in the celebrated Mehrotra’s predictor-corrector algorithm for linear optimization. Our new technique enables us to prove the polynomial iteration complexity of Mehrotra’s algorithm without any safeguards. Encouraging computational results using Lipsol software package are reported.
Keywords
Linear optimization , interior , point methods , Mehrotra , type algorithm , polynomial complexity
Journal title
Bulletin of the Iranian Mathematical Society
Journal title
Bulletin of the Iranian Mathematical Society
Record number
2549405
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