Computational Results with Affine Scaling Methods
In this chapter we report on computational experience with different variants of the primal—dual affine scaling algorithm for some classes of nonlinear problems, as introduced and analyzed in Chapters 5 and 6. The purpose of these experiments is to investigate whether the theoretical properties derived in those chapters show themselves in practice. More specifically, we are interested in the effect of correctors as suggested in Section 5.4, in the performance for various orders of scaling as in Section 6.3, as well as in the influence of the step size strategy.
KeywordsComplementarity Problem Interior Point Method Central Path Corrector Step Convex Quadratic Programming
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