DEFERRED RANK ONE UPDATES IN O(n_3L) INTERIOR POINT ALGORITHM

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概要

• 論文の詳細を見る

• We present a potential reduction algorithm which performs at most one rank one update at each iteration and at most O(nL) updates to solve a linear program. This algorithm requires O(n^3L) arithmetic operations. An important aspect of this algorithm and its analysis is that it does not always require the approximate scaling matrix to be in a certain box around the primal-dual scaling matrix.

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• Mehrotra Sanjay

  Department Of Industrial Engineering And Management Sciences Northwestern University

関連論文

• DEFERRED RANK ONE UPDATES IN O(n_3L) INTERIOR POINT ALGORITHM

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