An Interior-point Perspective on Sensitivity Analysis in Linear Programming and Semidefinite Programming
نویسنده
چکیده
منابع مشابه
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 کاملA path-following infeasible interior-point algorithm for semidefinite programming
We present a new algorithm obtained by changing the search directions in the algorithm given in [8]. This algorithm is based on a new technique for finding the search direction and the strategy of the central path. At each iteration, we use only the full Nesterov-Todd (NT)step. Moreover, we obtain the currently best known iteration bound for the infeasible interior-point algorithms with full NT...
متن کاملA Recurrent Neural Network Model for Solving Linear Semidefinite Programming
In this paper we solve a wide rang of Semidefinite Programming (SDP) Problem by using Recurrent Neural Networks (RNNs). SDP is an important numerical tool for analysis and synthesis in systems and control theory. First we reformulate the problem to a linear programming problem, second we reformulate it to a first order system of ordinary differential equations. Then a recurrent neural network...
متن کاملSensitivity analysis in linear programming and semidefinite programming using interior-point methods
We analyze perturbations of the right-hand side and the cost parameters in linear programming (LP) and semidefinite programming (SDP). We obtain tight bounds on the norm of the perturbations that allow interior-point methods to recover feasible and near-optimal solutions in a single interior-point iteration. For the unique, nondegenerate solution case in LP, we show that the bounds obtained usi...
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