A. W. Martins Pinto

Generalization of the primal and dual affine scaling algorithms

  • F. G. M. Cunha
  • João Xavier da Cruz Neto
  • Paulo Roberto Oliveira
  • A. W. Martins Pinto
    • Categories Convex Optimization, Linear Programming

    We obtain a class of primal ane scaling algorithms which generalize some known algorithms. This class, depending on a r-parameter, is constructed through a family of metrics generated by ��r power, r  1, of the diagonal iterate vector matrix. We prove the so-called weak convergence of the primal class for nondegenerate linearly constrained convex … Read more

    A new class of potential affine algorithms for linear convex programming

  • A. W. Martins Pinto
  • Paulo Roberto Oliveira
  • J. X. da Cruz Neto
    • Categories Convex Optimization Tags ,

    We obtain a new class of primal affine algorithms for the linearly constrained convex programming. It is constructed from a family of metrics generated the r power, r>=1, of the diagonal iterate vector matrix. We obtain the so called weak convergence. That class contains, as particular cases, the multiplicative Eggermont algorithm for the minimization of … Read more