Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/81105
Type: Artigo de periódico
Title: Postponing the choice of penalty parameter and step length
Author: Villas-Boas, FR
Perin, C
Abstract: We study, in the context of interior-point methods for linear programming, some possible advantages of postponing the choice of the penalty parameter and the steplength, which happens both when we apply Newton's method to the Karush-Kuhn-Tucker system and when we apply a predictor-corrector scheme. We show that for a Newton or a strictly predictor step the next iterate can be expressed as a linear function of the penalty parameter mu, and, in the case of a predictor-corrector step, as a quadratic function of mu. We also show that this parameterization is useful to guarantee either the non-negativity of the next iterate or the proximity to the central path. Initial computational results of these strategies are shown and compared with PCx, an implementation of Mehotra's predictor-corrector method.
Subject: interior-point methods
linear programming
path-following methods
Country: Holanda
Editor: Kluwer Academic Publ
Rights: fechado
Identifier DOI: 10.1023/A:1021850032714
Date Issue: 2003
Appears in Collections:Unicamp - Artigos e Outros Documentos

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