论文信息 - An implementation of the method of analytic centers

An implementation of the method of analytic centers

In this report we present an implementation of a new method for the solution of convex programming problems based on the use of a homotopy path leading to an optimal solution through analytic centers. With a number of numerical test results on linear programming problems we indicate that this method has a favorable convergence behaviour and a substantial acceleration can be achieved by using a suitable (higher than first or second order) extrapolation for following the homotopy path.

J. Stoer | G. Sonnevend | F. Jarre

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