Asymptotic convergence in a generalized predictor-corrector method

被引：3
|
作者：
Mehrotra, S
机构：
[1] Dept. of Indust. Eng. and Mgmt. Sci., Northwestern University, Evanston
来源：
MATHEMATICAL PROGRAMMING | 1996年 / 74卷 / 01期
基金：
美国国家科学基金会;
关键词：
linear programming; primal-dual methods; predictor-corrector methods; asymptotic convergence analysis;
D O I：
10.1007/BF02592143
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
The asymptotic convergence properties of a generalized predictor-corrector method are analyzed. This method is based on making a sequence of corrections to the primal-dual affine scaling (predictor) direction. It is shown that a method making r corrections to a predictor direction has the e-order convergence of order r + 2. It is also shown that asymptotically the problem can be solved by only computing corrections to the predictor direction.
引用
收藏
页码：11 / 28
页数：18
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