Primal-dual interior-point algorithms with dynamic step-size based on kernel functions for linear programming |
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Authors: | Qian Zhong-gen and Bai Yan-qin |
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Institution: | (1) Department of Mathematics, College of Sciences, Shanghai University, 200444 Shanghai, P.R. China |
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Abstract: | In this paper, primal-dual interior-point algorithm with dynamic step size is implemented for linear programming (LP) problems.
The algorithms are based on a few kernel functions, including both self-regular functions and non-self-regular ones. The dynamic
step size is compared with fixed step size for the algorithms in inner iteration of Newton step. Numerical tests show that
the algorithms with dynamic step size are more efficient than those with fixed step size.
Project supported by Dutch Organization for Scientific Research (Grant No.613.000.010) |
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Keywords: | linear programming (LP) interior-point algorithm small-update method large-update method |
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