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Interior point methods meet simplex in L, fitting problems
Author(s) -
Oliveira A. R. L.,
Lyra C.
Publication year - 2004
Publication title -
international transactions in operational research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.032
H-Index - 52
eISSN - 1475-3995
pISSN - 0969-6016
DOI - 10.1111/j.1475-3995.2004.00460.x
Subject(s) - interior point method , simplex , scaling , simplex algorithm , point (geometry) , affine transformation , mathematical optimization , mathematics , computer science , polynomial , algorithm , linear programming , mathematical analysis , combinatorics , geometry
Interior point methods specialized to the L ∞ fitting problem are surveyed, improved, and compared with the traditional simplex approach. A primal affine‐scaling interior point method is presented, completing the affine‐scaling interior point family approach to the L ∞ fitting problem. Computational complexity and data storage are reduced for interior point approaches when dealing with polynomial fitting problems. Numerical experiments indicate that interior point approaches rarely perform better than the simplex method for the tested problems. The primal affine‐scaling method presented in this paper achieved the best results among the interior point family.