Interior-Point Algorithms Based on Primal-DualEntropy

[摘要] We propose a family of search directions based on primal-dual entropy in the context of interiorpoint methods for linear programming. This new family contains previously proposed searchdirections in the context of primal-dual entropy. We analyze the new family of search directionsby studying their primal-dual affine-scaling and constant-gap centering components. We thendesign primal-dual interior-point algorithms by utilizing our search directions in a homogeneousand self-dual framework. We present iteration complexity analysis of our algorithms and providethe results of computational experiments on NETLIB problems.

[发布机构] University of Waterloo

[效力级别] Primal-Dual entropy

[关键词] Mathematics;Primal-Dual entropy;Interior-Point Algorithm;reparameterization