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Journal of Optimization Theory and Applications

, Volume 80, Issue 2, pp 319–331 | Cite as

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

  • Y. Zhang
  • A. El-Bakry
Contributed Papers

Abstract

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.

Key Words

Predictor-corrector algorithm weighted center of the solution set linear programming 

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Copyright information

© Plenum Publishing Corporation 1994

Authors and Affiliations

  • Y. Zhang
    • 1
  • A. El-Bakry
    • 2
  1. 1.Department of Mathematics and StatisticsUniversity of Maryland Baltimore CountyBaltimoreMaryland
  2. 2.Department of Mathematical Sciences and Center for Research in Parallel ComputationRice UniversityHouston

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