An exact primal–dual penalty method approach to warmstarting interior-point methods for linear programming
نویسندگان
چکیده
منابع مشابه
An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming
One perceived deficiency of interior-point methods in comparison to active set methods is their inability to efficiently re-optimize by solving closely related problems after a warmstart. In this paper, we investigate the use of a primal-dual penalty approach to overcome this problem. We prove exactness and convergence and show encouraging numerical results on a set of linear and mixed integer ...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2007
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-007-9048-6