An implementation of the method of analytic centers View Full Text


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Chapter Info

DATE

1988

AUTHORS

F. Jarre , G. Sonnevend , J. Stoer

ABSTRACT

In this report we present an implementation of a new method for the solution of convex programming problems based on the use of a homotopy path leading to an optimal solution through analytic centers. With a number of numerical test results on linear programming problems we indicate that this method has a favorable convergence behaviour and a substantial acceleration can be achieved by using a suitable (higher than first or second order) extrapolation for following the homotopy path. More... »

PAGES

295-308

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/bfb0042223

DOI

http://dx.doi.org/10.1007/bfb0042223

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1045273451


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