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On the convergence of a predictor corrector variant algorithm

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Detalhes bibliográficos
Resumo:A feasible predictor-corrector Linear Programming variant of Mehrotra’s algorithm, that was shown to have good performance on transportation and assignment problems, was developed by Bastos and Paixao. We prove the theoretical efficiency of this algorithm by showing its polynomial complexity and its superlinear convergence.
Autores principais:Almeida, Regina De
Outros Autores:Teixeira, Ana Paula
Assunto:Linear Programming Predictor-corrector algorithm Interior-point methods Mehrotra-type algorithm Polynomial complexity Superlinear convergence
Ano:2015
País:Portugal
Tipo de documento:artigo
Tipo de acesso:acesso restrito
Instituição associada:Universidade de Trás-os-Montes e Alto Douro
Idioma:inglês
Origem:Repositório da UTAD
Descrição
Resumo:A feasible predictor-corrector Linear Programming variant of Mehrotra’s algorithm, that was shown to have good performance on transportation and assignment problems, was developed by Bastos and Paixao. We prove the theoretical efficiency of this algorithm by showing its polynomial complexity and its superlinear convergence.