Exploring interior-point linear programming: Algorithms and software
نویسندگان
چکیده
منابع مشابه
New Interior Point Algorithms in Linear Programming †
In this paper the abstract of the thesis ”New Interior Point Algorithms in Linear Programming” is presented. The purpose of the thesis is to elaborate new interior point algorithms for solving linear optimization problems. The theoretical complexity of the new algorithms are calculated. We also prove that these algorithms are polynomial. The thesis is composed of seven chapters. In the first ch...
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We present an overview of available software for solving linear programming problems using interior-point methods. Some of the codes discussed include primal and dual simplex solvers as well, but we focus the discussion on the implementation of the interior-point solver. For each solver, we present types of problems solved, available distribution modes, input formats and modeling languages, as ...
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We investigate a modi ed Cholesky algorithm typical of those used in most interiorpoint codes for linear programming. Cholesky-based interior-point codes are popular for three reasons: their implementation requires only minimal changes to standard sparse Cholesky algorithms (allowing us to take full advantage of software written by specialists in that area); they tend to be more e cient than co...
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This paper studies the boundary behavior of some interior point algorithms for linear programming. The algorithms considered are Karmarkar's projective rescaling algorithm, the linear rescaling algorithm which was proposed as a variation on Karmarkar's algorithm, and the logarithmic barrier technique. The study includes both the continuous trajectories of the vector fields induced by these algo...
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The linear programming problem is usually solved through the use of one of two algorithms: either simplex, or an algorithm in the family of interior point methods. In this article two representative members of the family of interior point methods are introduced and studied. We discuss the design of these interior point methods on a high level, and compare them to both the simplex algorithm and ...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 1994
ISSN: 0377-0427
DOI: 10.1016/0377-0427(94)90266-6