학술논문
POLYNOMIAL CONVERGENCE OF PRIMAL-DUAL ALGORITHMS FOR SDLCP BASED ON THE M-Z FAMILY OF DIRECTIONS
Document Type
Article
Author
Source
Journal of Applied Mathematics and Informatics, 30(1), pp.127-133 Jan, 2012
Subject
Language
English
ISSN
2234-8417
1598-5857
1598-5857
Abstract
We establish the polynomial convergence of a new class of path-following methods for SDLCP whose search directions belong to the class of directions introduced by Monteiro [3]. We show that the polynomial iteration-complexity bounds of the well known algorithms for linear programming, namely the short-step path-following algorithm of Kojima et al. and Monteiro and Alder, carry over to the context of SDLCP.