On Adjusting Parameters in Homotopy Methods for Linear Programming
نویسنده
چکیده
Several algorithms in optimization can be viewed as following a solution as a parameter or set of parameters is adjusted to a desired value. Examples include homotopy methods in complementarity problems and path-following (infeasible-) interior-point methods. If we have a metric in solution space that corresponds to the complexity of moving from one solution point to another, there is an induced metric in parameter space, which can be used to guide parameteradjustment schemes. We investigate this viewpoint for feasibleand infeasibleinterior-point methods for linear programming.
منابع مشابه
A NEW MODIFIED HOMOTOPY PERTURBATION METHOD FOR SOLVING LINEAR SECOND-ORDER FREDHOLM INTEGRO-DIFFERENTIAL EQUATIONS
In this paper, we tried to accelerate the rate of convergence in solving second-order Fredholm type Integro-differential equations using a new method which is based on Improved homotopy perturbation method (IHPM) and applying accelerating parameters. This method is very simple and the result is obtained very fast.
متن کاملSome new results on semi fully fuzzy linear programming problems
There are two interesting methods, in the literature, for solving fuzzy linear programming problems in which the elements of coefficient matrix of the constraints are represented by real numbers and rest of the parameters are represented by symmetric trapezoidal fuzzy numbers. The first method, named as fuzzy primal simplex method, assumes an initial primal basic feasible solution is at hand. T...
متن کاملA new solving approach for fuzzy multi-objective programming problem in uncertainty conditions by using semi-infinite linear programing
In practice, there are many problems which decision parameters are fuzzy numbers, and some kind of this problems are formulated as either possibilitic programming or multi-objective programming methods. In this paper, we consider a multi-objective programming problem with fuzzy data in constraints and introduce a new approach for solving these problems base on a combination of the multi-objecti...
متن کاملA New Approach to Solve Fully Fuzzy Linear Programming with Trapezoidal Numbers Using Conversion Functions
Recently, fuzzy linear programming problems have been considered by many. In the literature of fuzzy linear programming several models are offered and therefore some various methods have been suggested to solve these problems. One of the most important of these problems that recently has been considered; are Fully Fuzzy Linear Programming (FFLP), which all coefficients and variables of the prob...
متن کاملA New Approach for Solving Fully Fuzzy Bilevel Linear Programming Problems
This paper addresses a type of fully fuzzy bilevel linear programming (FFBLP) wherein all the coefficients and decision variables in both the objective function and constraints are triangular fuzzy numbers. This paper proposes a new simple-structured, efficient method for FFBLP problems based on crisp bilevel programming that yields fuzzy optimal solutions with unconstraint variables and parame...
متن کامل