Asilomar Workshop on Progress in Mathematical Programming (2nd) Held in Asilomar, California on February 5-7, 1990
Abstract
On the theory side, now complexity results were presented for various inter ior linear programming methods. New interior methods with polynomial complexity were described for certain quadratic programming, convex nonlinear programming, integer programming and linear complementarity problems. Strategies have also been developed for retaining polynomial convergence starting from an infeasible point. For all problem categories, properties of Newton's method and of the central path (the trajectory of minimizers of the logarithmic barrier function) play a key role in much of the analysis. A frequent theme is the development of large-step methods that do not require the iterates to follow the central path closely, yet achieve a polynomial complexity bound. Research on the anticipated complexity of certain interior methods may help to explain why the performance of these methods is substantially superior to their worst-case bounds.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1990
- Accession Number
- ADA221986
Entities
People
- Margaret H. Wright
Organizations
- Society for Industrial and Applied Mathematics