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典型文献
PRIMAL-DUAL PATH-FOLLOWING METHODS AND THE TRUST-REGION UPDATING STRATEGY FOR LINEAR PROGRAMMING WITH NOISY DATA
文献摘要:
In this article,we consider the primal-dual path-following method and the trust-region updating strategy for the standard linear programming problem.For the rank-deficient problem with the small noisy data,we also give the preprocessing method based on the QR decomposition with column pivoting.Then,we prove the global convergence of the new method when the initial point is strictly primal-dual feasible.Finally,for some rank-deficient problems with or without the small noisy data from the NETLIB collection,we compare it with other two popular interior-point methods,i.e.the subroutine pathfollow.m and the built-in subroutine linprog.m of the MATLAB environment.Numerical results show that the new method is more robust than the other two methods for the rank-deficient problem with the small noise data.
文献关键词:
作者姓名:
Xinlong Luo;Yiyan Yao
作者机构:
School of Artificial Intelligence,Beijing University of Posts and Telecommunications,Beijing 100876,China
引用格式:
[1]Xinlong Luo;Yiyan Yao-.PRIMAL-DUAL PATH-FOLLOWING METHODS AND THE TRUST-REGION UPDATING STRATEGY FOR LINEAR PROGRAMMING WITH NOISY DATA)[J].计算数学(英文版),2022(05):756-776
A类:
PRIMAL,FOLLOWING,REGION,UPDATING,STRATEGY,LINEAR,PROGRAMMING,NOISY,pivoting,NETLIB,pathfollow,linprog
B类:
DUAL,PATH,METHODS,AND,THE,TRUST,FOR,WITH,DATA,In,this,article,we,consider,primal,dual,following,trust,region,updating,strategy,standard,linear,programming,For,rank,deficient,small,noisy,data,also,give,preprocessing,QR,decomposition,column,Then,prove,global,convergence,new,when,initial,point,strictly,feasible,Finally,some,problems,without,from,collection,compare,other,two,popular,interior,methods,subroutine,built,environment,Numerical,results,show,that,more,robust,than,noise
AB值:
0.50496
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