Modified predictor-corrector algorithm for locating weighted centers in linear programming | Zendy

Y. Zhang | Zendy; Amr El-Bakry | Zendy

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Modified predictor-corrector algorithm for locating weighted centers in linear programming

Author(s) -

Y. Zhang,

Amr El-Bakry

Publication year - 1994

Publication title -

journal of optimization theory and applications

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.109

H-Index - 91

eISSN - 1573-2878

pISSN - 0022-3239

DOI - 10.1007/bf02192939

Subject(s) - iterated function , algorithm , theory of computation , mathematics , convergence (economics) , predictor–corrector method , linear programming , center (category theory) , sequence (biology) , set (abstract data type) , path (computing) , mathematical optimization , computer science , mathematical analysis , chemistry , biology , programming language , economics , genetics , crystallography , economic growth

In certain applications of linear programming, the determination of a particular solution, the weighted center of the solution set, is often desired, giving rise to the need for algorithms capable of locating such center. In this paper, we modify the Mizuno-Todd-Ye predictor-corrector algorithm so that the modified algorithm is guaranteed to converge to the weighted center for given weights. The key idea is to ensure that iterates remain in a sequence of shrinking neighborhoods of the weighted central path. The modified algorithm also possesses polynomiality and superlinear convergence.

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