Enhancing Lagrangian Dual Optimization for Linear Programs by Obviating Nondifferentiability
نویسندگان
چکیده
منابع مشابه
Expressing Combinatorial Optimization Problems by Linear Programs
Many combinatorial optimization problems call for the optimization of a linear function over a certain polytope. Typically, these polytopes have an exponential number of facets. W e explore the problem of finding small l inear programming formulations when one may use any new variables and constraints. W e show that expressing the matching and the Traveling Salesman Problem by a symmetric linea...
متن کاملLagrangian Dual Interior-Point Methods for Semidefinite Programs
This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange multipliers. The distinguished features of the method are full use of the BFGS quasi-Newton method in the corrector procedure and an application of the conjugate gradient method with an effective preconditioning matrix i...
متن کاملPrimal-Dual Lagrangian Transformation method for Convex Optimization
Received: date / Revised version: date Abstract. A class Ψ of strongly concave and smooth functions ψ : R → R with specific properties is used to transform the terms of the classical Lagrangian associated with the constraints. The transformation is scaled by a positive vector of scaling parameters, one for each constraint. Each step of the Lagrangian Transformation (LT) method alternates uncons...
متن کاملTerse Integer Linear Programs for Boolean Optimization
We present a new polyhedral approach to nonlinear Boolean optimization. Compared to other methods, it produces much smaller integer programming models, making it more efficient from a practical point of view. We mainly obtain this by two different ideas: first, we do not require the objective function to be in any normal form. The transformation into a normal form usually leads to the introduct...
متن کاملDual-primal algorithm for linear optimization
The purpose of this paper is to present a new approach for solving linear programming, which has some interesting theoretical properties. In each step of the iteration, we trace a direction completely different from primal simplex method, dual simplex method, primal-dual method and interior point method. The new method is impervious to primal degeneracy and can reach a pair of exact primal 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: INFORMS Journal on Computing
سال: 2007
ISSN: 1091-9856,1526-5528
DOI: 10.1287/ijoc.1050.0158