A class of primal affine scaling algorithms

作者：Cunha F G M^*; Pinto A W M; Oliveira P R; da Cruz Neto J X

来源：Applied Mathematics and Computation, 2011, 218(8): 4523-4532.

DOI：10.1016/j.amc.2011.10.034

• Interior point algorithms
• Affine scaling algorithms
• Linear convex programming

We obtain a class of primal affine scaling algorithms which generalize some known algorithms. This class, depending on a r-parameter, is constructed through a family of metrics generated by -r power, r >= 1, of the diagonal iterate vector matrix. We prove the so-called weak convergence of the primal class for nondegenerate linearly constrained convex programming. We observe the computational performance of the class of primal affine scaling algorithms, accomplishing tests with linear programs from the NETLIB library and with some quadratic programming problems described in the Maros and Meszaros repository.

• 出版日期2011-12-15