Skip to Main Content
Introduction to Linear Optimization and Extensions with MATLAB®
book

Introduction to Linear Optimization and Extensions with MATLAB®

by Roy H. Kwon
September 2013
Intermediate to advanced content levelIntermediate to advanced
362 pages
8h 44m
English
CRC Press
Content preview from Introduction to Linear Optimization and Extensions with MATLAB®
232 Introduction to Linear Optimization and Extensions with MATLAB
R
6.3.3.1 Polynomial Complexity of Short-Step Path-Following
Methods
Now we develop the results leading to the polynomial complexity of a par-
ticular variant of a path-following method called the short-step primal-dual
path-following method as an illustration of use of the lemmas above to show
polynomial complexity for primal-dual interior point methods. We will refer
to this method in shorthand as SSPF. Recall that general primal-dual interior
point strategies follow the central path Γ in the direction of decreasing µ, and
in particular at an iteration k will generate a search direction ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

MATLAB Optimization Techniques

MATLAB Optimization Techniques

César Pérez López
Practical Financial Optimization: A Library of GAMS Models

Practical Financial Optimization: A Library of GAMS Models

Stavros Zenios, Andrea Consiglio, Soren S Nielson

Publisher Resources

ISBN: 9781439862636