An Interior Point Constraint Generation Algorithm for Semi-Infinite Optimization with Health-Care Application

نویسندگان

  • Mohammad R. Oskoorouchi
  • Hamid R. Ghaffari
  • Tamás Terlaky
  • Dionne M. Aleman
چکیده

An interior point constraint generation algorithm for semi-infinite optimization with healthcare application* Mohammad R. Oskoorouchi† College of Business Administration, California State University San Marcos, San Marcos, California 92096, USA, Email: [email protected] Hamid R. Ghaffari Department of Mechanical and Industrial Engineering, University of Toronto, Toronto ON, M5S 3G8, Canada, Email: [email protected] Tamás Terlaky‡ Department Industrial and Systems Engineering, Lehigh University, 200 West Packer Avenue, Bethlehem, PA 18015-1582, Email: [email protected] Dionne M. Aleman Department of Mechanical and Industrial Engineering, University of Toronto, Toronto ON, M5S 3G8, Canada, Email: [email protected]

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A New Infeasible Interior-Point Algorithm with Full Nesterov-Todd Step for Semi-Definite Optimization

  We present a new full Nesterov and Todd step infeasible interior-point algorithm for semi-definite optimization. The algorithm decreases the duality gap and the feasibility residuals at the same rate. In the algorithm, we construct strictly feasible iterates for a sequence of perturbations of the given problem and its dual problem. Every main iteration of the algorithm consists of a feasibili...

متن کامل

Solving A Fractional Program with Second Order Cone Constraint

We consider a fractional program with both linear and quadratic equation in numerator and denominator  having second order cone (SOC) constraints. With a suitable change of variable, we transform the problem into a  second order cone programming (SOCP)  problem.  For the quadratic fractional case, using a relaxation, the problem is reduced to a semi-definite optimization (SDO) program. The p...

متن کامل

A path following interior-point algorithm for semidefinite optimization problem based on new kernel function

In this paper, we deal to obtain some new complexity results for solving semidefinite optimization (SDO) problem by interior-point methods (IPMs). We define a new proximity function for the SDO by a new kernel function. Furthermore we formulate an algorithm for a primal dual interior-point method (IPM) for the SDO by using the proximity function and give its complexity analysis, and then we sho...

متن کامل

An Interior Point Algorithm for Solving Convex Quadratic Semidefinite Optimization Problems Using a New Kernel Function

In this paper, we consider convex quadratic semidefinite optimization problems and provide a primal-dual Interior Point Method (IPM) based on a new kernel function with a trigonometric barrier term. Iteration complexity of the algorithm is analyzed using some easy to check and mild conditions. Although our proposed kernel function is neither a Self-Regular (SR) fun...

متن کامل

An infeasible interior-point method for the $P*$-matrix linear complementarity problem based on a trigonometric kernel function with full-Newton step

An infeasible interior-point algorithm for solving the$P_*$-matrix linear complementarity problem based on a kernelfunction with trigonometric barrier term is analyzed. Each (main)iteration of the algorithm consists of a feasibility step andseveral centrality steps, whose feasibility step is induced by atrigonometric kernel function. The complexity result coincides withthe best result for infea...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Operations Research

دوره 59  شماره 

صفحات  -

تاریخ انتشار 2011