The Behavior of Newton-Type Methods on Two Equivalent Systems from Linear Programming

Date
1998-02
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract

Newton-type methods are fundamental techniques for solving optimization problems. However, it is often not fully appreciated that these methods can produce significantly different behavior when applied to two equivalent systems. In this paper, we investigate differences in local and global behavior of Newton-type methods when applied to the first-order optimality conditions for the logarithmic barrier formulation of the linear programming problem, and when applied to the perturbed first-order optimality conditions for the linear programming problem. Through theoretical analysis and numerical results, we show that Newton-type methods perform more effectively on the latter system than on the former system.

Description
Advisor
Degree
Type
Technical report
Keywords
Citation

Villalobos, Cristina, Tapia, Richard and Zhang, Yin. "The Behavior of Newton-Type Methods on Two Equivalent Systems from Linear Programming." (1998) https://hdl.handle.net/1911/101897.

Has part(s)
Forms part of
Published Version
Rights
Link to license
Citable link to this page