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New proofs of convergence for the dual affine scaling algorithm

New proofs of convergence for the dual affine scaling algorithm

Walter F. Mascarenhas

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Abstract: We present two ideas that help in the analysis of the dual affine scaling algorithm: sorting the slacks and taking a QR factorization of the constrains. Using these ideas, we prove that the iterates always converge. The proof holds if at each iteration we move an arbitrary fraction of the... Ver mais

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New proofs of convergence for the dual affine scaling algorithm

Walter F. Mascarenhas

										

New proofs of convergence for the dual affine scaling algorithm

Walter F. Mascarenhas

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