Journal of the military operations research society of Korea (한국국방경영분석학회지)
- Volume 25 Issue 2
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- Pages.97-105
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- 1999
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- 1229-9898(pISSN)
On Stable Convergence in Infeasible Interior-Point Methods
비가능 내부점 방법에 있어서 안정적 수렴에 대하여
Abstract
When infeasible interior-point methods are applied to large-scale linear programming problems, they become unstable and cannot solve the problems if convergence rates of primal feasibility, dual feasibility and duality gap are not well-balanced. We can balance convergence rates of primal feasibility, dual feasibility and duality gap by introducing control parameters. As a result, the stability and the efficiency of infeasible interior-point methods can be improved.
Keywords