Hopdm (version 2.12) | a Fast Lp Solver Based on a Primal-dual Interior Point Method
نویسنده
چکیده
Hardware information: Any computer with a FORTRAN 77 compiler.
منابع مشابه
Warm Start and ε-Subgradients in a Cutting Plane Scheme for Block-Angular Linear Programs
This paper addresses the issues involved with an interior point-based decomposition applied to the solution of linear programs with a block-angular structure. Unlike classical decomposition schemes that use the simplex method to solve subproblems, the approach presented in this paper employs a primal-dual infeasible interior point method. The abovementioned algorithm o ers perfect measure of th...
متن کاملWarm Start and "-subgradients in Cutting Plane Scheme for Block-angular Linear Programs
This paper addresses the issues involved with an interior point-based decomposition applied to the solution of linear programs with a block-angular structure. Unlike classical decomposition schemes that use the simplex method to solve subproblems, the approach presented in this paper employs a primal-dual infeasible interior point method. The above-mentioned algorithm ooers a perfect measure of...
متن کاملWorking Paper Solving a Class of Lp Problems with a Primal-dual Logarithmic Barrier Method Solving a Class of Lp Problems with a Primal-dual Logarithmic Barrier Method
Working Papers are interim reports on work of the International Institute for Applied Systems Analysis and have received only limited review. Views or opinions expressed herein do not necessarily represent those of the Institute or of its National Member Organizations. Foreword This Working Paper describes the implementation of an LP solver at IIASA. The primary motivation for this research was...
متن کاملRegularized Symmetric Inde nite Systems in Interior Point Methods for Linear and Quadratic Optimization
This paper presents linear algebra techniques used in the implementation of an interior point method for solving linear programs and convex quadratic programs with linear constraints. New regularization techniques for Newton systems applicable to both symmetric positive de nite and symmetric inde nite systems are described. They transform the latter to quaside nite systems known to be strongly ...
متن کاملABS Solution of equations of second kind and application to the primal-dual interior point method for linear programming
Abstract We consider an application of the ABS procedure to the linear systems arising from the primal-dual interior point methods where Newton method is used to compute path to the solution. When approaching the solution the linear system, which has the form of normal equations of the second kind, becomes more and more ill conditioned. We show how the use of the Huang algorithm in the ABS cl...
متن کامل