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Local Convergence of the NeighborhoodFollowing Algorithmfor Linear Programming under Degenerate Cases

MA Xiaojue^1,2, LIU Hongwei¹

1. School of Mathematics and Statistics, Xidian University, Xi’an 710071, China;2. School of Science, Xi’an University of Posts & Telecommunications, Xi’an 710121, China

Received:2015-10-27 Online:2016-07-26 Published:2016-07-20
Contact: MA Xiaojue E-mail:mingkeming@126.com

Abstract

Abstract:

Based on local convergence of neighborhoodfollowing algorithm, we investigated convex quadratic programming problem, and proved linear programming neighborhoodfollowing algorithm has local quadratic convergence in the more general case (there is no need to assume that the problem is non-degenerate), and theoretically explained numerical convergence characteristics of the proposed algorithm.

Key words: linear programming, degeneration, local convergence, neighborhoodfollowing

CLC Number:

O221.1

MA Xiaojue, LIU Hongwei. Local Convergence of the NeighborhoodFollowing Algorithmfor Linear Programming under Degenerate Cases[J].Journal of Jilin University Science Edition, 2016, 54(04): 732-736.

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Local Convergence of the NeighborhoodFollowing Algorithmfor Linear Programming under Degenerate Cases

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