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Les effets de l'exposant de la fonction barrière multiplicativedans les méthodes de points intérieurs

Published online by Cambridge University Press:  15 November 2003

Adama Coulibaly  and
Jean-Pierre Crouzeix
Adama Coulibaly
Affiliation:
UFR Math.-Info., Université de COCODY, BP 582, Abidjan 22, Côte d'Ivoire.
Jean-Pierre Crouzeix
Affiliation:
CUST et LIMOS, Université Blaise Pascal, Campus des Cézaux, 63174 Aubière, France.
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Abstract

Les méthodes de points intérieurs en programmation linéaireconnaissent un grand succès depuis l'introductionde l'algorithme de Karmarkar. La convergence de l'algorithme repose sur unefonction potentielle qui, sous saforme multiplicative, fait apparaître un exposant p. Cet exposantest, de façongénérale, choisi supérieur au nombre de variables n du problème.Nous montrons dans cetarticle que l'on peut utiliser des valeurs dep plus petites que n. Ceci permet d'améliorer le conditionnement dela méthode au voisinage de la solution optimale.

Keywords

Interior point methodsKarmarkar algorithmmultiplicative and additive potential functionsbarrier function.
Type
Research Article
Information
RAIRO - Operations Research , Volume 37 , Issue 2 , April 2003 , pp. 99 - 117
Copyright
© EDP Sciences, 2003

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