TODD LOW-COMPLEXITY ALGORITHM IS A PREDICTOR CORRECTOR PATH-FOLLOWING METHOD

作     者：TODD, MJ VIAL, JP 

作者机构：UNIV GENEVADEPT ECON COMMERCIALE & INDCH-1211 GENEVA 4SWITZERLAND 

出 版 物：《OPERATIONS RESEARCH LETTERS》 (运筹学快报)

年 卷 期：1992年第11卷第4期

页      面：199-207页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：National Science Foundation, NSF Office of Naval Research, ONR, (DMS-8920550) Office of Naval Research, ONR Air Force Office of Scientific Research, AFOSR Fonds De La Recherche Scientifique - FNRS, FNRS, (12-26434.89) Fonds De La Recherche Scientifique - FNRS, FNRS 

主　　题：LINEAR PROGRAMMING INTERIOR-POINT METHOD PATH-FOLLOWING METHOD 

摘      要：We show that Todd s low-complexity algorithm for linear programming takes affine-scaling steps when and only when the current point is nearly centered, and, after such a step, requires at most three more iterations before taking another affine-scaling step. The main tool is Roos and Vial s measure of centrality.