Journal article
A note on a potential reduction algorithm for LP with simultaneous primal-dual updating
Operations research letters, Vol.10(9), pp.501-507
12/01/1991
DOI: 10.1016/0167-6377(91)90068-Z
Abstract
Potential function reduction algorithms for linear programming and the linear complementarity problem use key projections p
and p
which are derived from the 'double' potential function, φ(x, s) = ø ln(x
s)-Σ
ln(x
s
), where x and s are primal and dual slacks vectors. For non-symmetric LP duality we show that the existence of s, y, x satisfying s = c - A
y, Ax = b such that p
= (ρ{variant}/x
s) Xs - e and p
= (ρ{variant}/x
s)Sx - e yields simultaneous primal and dual projection-based updating during the process of reducing the potential function ø. The role of x, s in an O(√nL) simultaneous primal-dual update algorithm is discussed. © 1991.
Details
- Title: Subtitle
- A note on a potential reduction algorithm for LP with simultaneous primal-dual updating
- Creators
- S Huang - University of IowaK. O. Kortanek - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Operations research letters, Vol.10(9), pp.501-507
- DOI
- 10.1016/0167-6377(91)90068-Z
- ISSN
- 0167-6377
- eISSN
- 1872-7468
- Number of pages
- 7
- Language
- English
- Date published
- 12/01/1991
- Academic Unit
- Business Analytics
- Record Identifier
- 9984963217102771
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