A new potential reduction algorithm for smooth convex programming

Liang Ju Chu*

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

摘要

This paper extends and analyzes a new potential reduction algorithm for solving smooth convex programming. Under a kind of strict feasibility assumption, we show that the algorithm under modification requires a total of O((ρ - n)ℓ) number of iterations, and the total arithmetic operations are not more than O(n3ℓ), where n + √2n ≤ ρ ≤ 2n and ℓ is the initial input size. As an application to usual linear or convex quadratic programming, this algorithm solves the pair of primal and dual problems in at most O((ρ - n)L) iterations, and the total arithmetic operations are shown to be of the order of O(n3L), where L is the input size.

原文英語
頁(從 - 到)235-262
頁數28
期刊Optimization
44
發行號3
DOIs
出版狀態已發佈 - 1998

ASJC Scopus subject areas

  • 控制和優化
  • 管理科學與經營研究
  • 應用數學

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