AN OPTIMAL METHOD FOR ADJUSTING THE CENTERING PARAMETER IN THE WIDE-NEIGHBORHOOD PRIMAL-DUAL INTERIOR-POINT ALGORITHM FOR LINEAR PROGRAMMING

摘要

In this paper we present a dynamic optimal method for adjusting the centering parameter in the wide-neighborhood primal-dual interior-point algorithms for linear programming, while the centering parameter is generally a constant in the classical wide-neighborhood primal-dual interior-point algorithms. The computational results show that the new method is more efficient.