利用弧搜索内点算法对线性规划问题进行求解,得到该算法的多项式复杂度为O(n3/4 L).该算法在中心路径的一个宽邻域内,沿椭圆近似寻找线性规划的最优解.数值实验表明了该算法的有效性.
The arc-search interior-point algorithm was used to solve the linear programming problem and the iteration complexity O(n3/4 L)was obtained for this algorithm.The proposed algorithm was used to search for the optimizers along the ellipses in a wide neighborhood of the central path.The numerical results show that this algorithm is efficient.