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A strong bound on the integral of the central path curvature and its relationship with the iteration-complexity of primal-dual path-following LP algorithms

Author
MONTEIRO, Renato D. C1 ; TSUCHIYA, Takashi2
[1] School of Industrial and Systems Engineering, Georgia Institute of Technology, 765 Ferst St, Atlanta, GA 30332, United States
[2] The Institute of Statistical Mathematics, 4-6-7 Minami-Azabu, Minato-Ku, Tokyo, 106-8569, Japan
Source

Mathematical programming. 2008, Vol 115, Num 1, pp 105-149, 45 p ; ref : 22 ref

CODEN
MHPGA4
ISSN
0025-5610
Scientific domain
Control theory, operational research; Mathematics
Publisher
Springer, Heidelberg
Publication country
Germany
Document type
Article
Language
English
Author keyword
Affine scaling Central path Condition number Crossover events Curvature Interior-point algorithms Layered least squares steps Linear programming Path-following Polynomial complexity Predictor-corrector Primal-dual algorithms Scale-invariance Strongly polynomial
Keyword (fr)
Algorithme approximation Complexité polynômial Courbure Invariance échelle Invariant Justification Matrice M Méthode moindre carré Méthode point intérieur Méthode primale duale Méthode prédicteur correcteur Méthode suivi chemin Optimisation combinatoire Optimisation sous contrainte Programmation linéaire Programmation mathématique Préconditionnement Structure géométrique Transformation affine Transformation échelle
Keyword (en)
Approximation algorithm Polynomial complexity Curvature Scale invariance Invariant Justification M matrix Least squares method Interior point method Primal dual method Predictor corrector method Path following method Combinatorial optimization Constrained optimization Linear programming Mathematical programming Preconditioning Geometrical structure Affine transformation Scale transformation
Keyword (es)
Algoritmo aproximación Complejidad polinomial Curvatura Invarianza escala Invariante Justificación Matriz M Método cuadrado menor Método punto interior Método primal dual Método predictor corrector Método seguido camino Optimización combinatoria Optimización con restricción Programación lineal Programación matemática Precondicionamiento Estructura geométrica Transformación afín Transformación escala
Classification
Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A03 Mathematical programming

Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A04 Flows in networks. Combinatorial problems

Discipline
Operational research. Management
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
20353978

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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