An inexact primal-dual algorithm for semi-infinite programming
نویسندگان
چکیده
منابع مشابه
Primal-dual path-following algorithms for circular programming
Circular programming problems are a new class of convex optimization problems that include second-order cone programming problems as a special case. Alizadeh and Goldfarb [Math. Program. Ser. A 95 (2003) 3-51] introduced primal-dual path-following algorithms for solving second-order cone programming problems. In this paper, we generalize their work by using the machinery of Euclidean Jordan alg...
متن کاملA parallel algorithm for semi-infinite programming
The implementation results of an algorithm designed to solve semi-in&nite programming problems are reported. Due to its computational intensity, parallelisation is used in two stages of the algorithm—for evaluating the global optimum and for checking the feasibility of constraints. The algorithms are parallelised using MPI—the message passing interface. The algorithms are then applied to engine...
متن کاملOn the Convergence of an Inexact Primal-Dual Interior Point Method for Linear Programming
The inexact primal-dual interior point method which is discussed in this paper chooses a new iterate along an approximation to the Newton direction. The method is the Kojima, Megiddo, and Mizuno globally convergent infeasible interior point algorithm The inexact variation is shown to have the same convergence properties accepting a residual in both the primal and dual Newton step equation also ...
متن کاملAn interior point algorithm for semi-infinite linear programming
We consider the generalization of a variant of Karmarkar's algorithm to semi-infinite programming. The extension of interior point methods to infinite-dimensional linear programming is discussed and an algorithm is derived. An implementation of the algorithm for a class of semi-infinite linear programs is described and the results of a number of test problems are given. We pay particular attent...
متن کاملA Pseudo Primal - Dual Integer Programming Algorithm *
The Pseudo Primal-Dual Algorithm solves the pure integer programming problem in two stages, systematically violating and restoring dual feasibility while maintaining an all-integer matrix. The algorithm is related to Gomory AlI-fnteger Algorithm and the Young Primal Integer Programming Algorithm, differing from the former in the dual feasible stage by the choice of cuts and pivot variable, and ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Methods of Operations Research
سال: 2020
ISSN: 1432-2994,1432-5217
DOI: 10.1007/s00186-019-00698-2