Artículos de revistas
Postponing the choice of penalty parameter and step length
Registro en:
Computational Optimization And Applications. Kluwer Academic Publ, v. 24, n. 1, n. 63, n. 81, 2003.
0926-6003
WOS:000180170500003
10.1023/A:1021850032714
Autor
Villas-Boas, FR
Perin, C
Institución
Resumen
We study, in the context of interior-point methods for linear programming, some possible advantages of postponing the choice of the penalty parameter and the steplength, which happens both when we apply Newton's method to the Karush-Kuhn-Tucker system and when we apply a predictor-corrector scheme. We show that for a Newton or a strictly predictor step the next iterate can be expressed as a linear function of the penalty parameter mu, and, in the case of a predictor-corrector step, as a quadratic function of mu. We also show that this parameterization is useful to guarantee either the non-negativity of the next iterate or the proximity to the central path. Initial computational results of these strategies are shown and compared with PCx, an implementation of Mehotra's predictor-corrector method. 24 1 63 81