Journal article
Interior-point algorithms for a generalization of linear programming and weighted centring
Optimization methods & software, Vol.27(4-5), pp.605-612
10/01/2012
DOI: 10.1080/10556788.2011.644791
Abstract
In this paper, we consider an extension of ordinary linear programming (LP) that adds weighted logarithmic barrier terms for some variables. The resulting problem generalizes both LP and the problem of finding the weighted analytic centre of a polytope. We show that the problem has a dual of the same form and give complexity results for several different interior-point algorithms. We obtain an improved complexity result for certain cases by utilizing a combination of the volumetric and logarithmic barriers. As an application, we consider the complexity of solving the Eisenberg-Gale formulation of a Fisher equilibrium problem with linear utility functions.
Details
- Title: Subtitle
- Interior-point algorithms for a generalization of linear programming and weighted centring
- Creators
- Kurt M. Anstreicher - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Optimization methods & software, Vol.27(4-5), pp.605-612
- Publisher
- Taylor & Francis
- DOI
- 10.1080/10556788.2011.644791
- ISSN
- 1055-6788
- eISSN
- 1029-4937
- Language
- English
- Date published
- 10/01/2012
- Academic Unit
- Industrial and Systems Engineering; Computer Science; Business Analytics
- Record Identifier
- 9984380446102771
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