CONVERGENCE BEHAVIOR OF INTERIOR-POINT ALGORITHMS

Authors
GULER O YE YY
Citation
O. Guler et Yy. Ye, CONVERGENCE BEHAVIOR OF INTERIOR-POINT ALGORITHMS, Mathematical programming, 60(2), 1993, pp. 215-228
Citations number
39
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Applications & Cybernetics
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
60
Issue
2
Year of publication
1993
Pages
215 - 228
Database
ISI
SICI code
0025-5610(1993)60:2<215:CBOIA>2.0.ZU;2-5
Abstract
We show that most interior-point algorithms for linear programming gen erate a solution sequence in which every limit point satisfies the str ict complementarity condition. These algorithms include all path-follo wing algorithms and some potential reduction algorithms. The result al so holds for the monotone complementarity problem if a strict compleme ntarity solution exists. In general, the limit point is a solution tha t maximizes the number of its nonzero components among all solutions.