The Stability Of Interior-Point Algorithms
PROCEEDINGS OF THE THIRD INTERNATIONAL WORKSHOP ON APPLIED MATRIX THEORY(2009)
摘要
A new stable algorithm to compute the projection P-WA =(WA)(WA)(+) when W is a stiff matrix is given, and is applied to compute the Newton direction (Delta x, Delta y, Delta z) in interior-point algorithms for linear programming. Numerical experiments show that this algorithm can keep high precision even the scaling matrix D-k is badly scaled in last iterates in interior-point algorithms.
更多查看译文
关键词
projection, interior-point algorithm, Newton direction
AI 理解论文
溯源树
样例
![](https://originalfileserver.aminer.cn/sys/aminer/pubs/mrt_preview.jpeg)
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要