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On the Log-exponential Trajectory of Linear Programming

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Abstract

Development in interior point methods has suggested various solution trajectories, also called central paths, for linear programming. In this paper we define a new central path through a log-exponential perturbation to the complementarity equation in the Karush-Kuhn-Tucker system. The behavior of this central path is investigated and an algorithm is proposed. The algorithm can compute an ∈-optimal solution at a superlinear rate of convergence.

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Authors and Affiliations

  1. Singapore-MIT Alliance and Department of Decision Sciences, National University of Singapore, Republic of Singapore, 119260

    Jie Sun

  2. CORA, Department of Applied Mathematics, Dalian University of Technology, Dalian, 116024, China

    Liwei Zhang

  3. Center for Advanced Information Systems, School of Computer Engineering Nanyang Technological University, Republic of Singapore, 639798

    Liwei Zhang

Authors
  1. Jie Sun
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  2. Liwei Zhang
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Sun, J., Zhang, L. On the Log-exponential Trajectory of Linear Programming. Journal of Global Optimization 25, 75–90 (2003). https://doi.org/10.1023/A:1021342315203

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  • DOI: https://doi.org/10.1023/A:1021342315203

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