Generalization of the primal and dual affine scaling algorithms

  • F. G. M. Cunha
  • João Xavier da Cruz Neto
  • Paulo Roberto Oliveira
  • A. W. Martins Pinto
    • Categories Convex Optimization, Linear Programming Short URL: https://optimization-online.org/?p=9736

    We obtain a class of primal ane scaling algorithms which generalize some known algorithms. This class, depending on a r-parameter, is constructed through a family of metrics generated by ��r power, r  1, of the diagonal iterate vector matrix. We prove the so-called weak convergence of the primal class for nondegenerate linearly constrained convex programming. We observe the computational performance of the class of primal ane scaling algorithms, accomplishing tests with linear programs from the NETLIB library and with some quadratic programming problems described in the Maros and Meszaros repository.

    Citation

    TR ES 675/05, April, PESC/COPPE, Federal University of Rio de Janeiro, 2005

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