A Large Scale Implementation of a Dual Affine Scaling Algorithm for Linear Programming

A Large Scale Implementation of a Dual Affine Scaling Algorithm for Linear Programming PDF Author: Knud D. Andersen
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ISBN:
Category :
Languages : en
Pages :

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A Large Scale Implementation of a Dual Affine Scaling Algorithm for Linear Programming

A Large Scale Implementation of a Dual Affine Scaling Algorithm for Linear Programming PDF Author: Knud D. Andersen
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Large Scale Optimization

Large Scale Optimization PDF Author: William W. Hager
Publisher: Springer Science & Business Media
ISBN: 1461336325
Category : Mathematics
Languages : en
Pages : 470

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Book Description
On February 15-17, 1993, a conference on Large Scale Optimization, hosted by the Center for Applied Optimization, was held at the University of Florida. The con ference was supported by the National Science Foundation, the U. S. Army Research Office, and the University of Florida, with endorsements from SIAM, MPS, ORSA and IMACS. Forty one invited speakers presented papers on mathematical program ming and optimal control topics with an emphasis on algorithm development, real world applications and numerical results. Participants from Canada, Japan, Sweden, The Netherlands, Germany, Belgium, Greece, and Denmark gave the meeting an important international component. At tendees also included representatives from IBM, American Airlines, US Air, United Parcel Serice, AT & T Bell Labs, Thinking Machines, Army High Performance Com puting Research Center, and Argonne National Laboratory. In addition, the NSF sponsored attendance of thirteen graduate students from universities in the United States and abroad. Accurate modeling of scientific problems often leads to the formulation of large scale optimization problems involving thousands of continuous and/or discrete vari ables. Large scale optimization has seen a dramatic increase in activities in the past decade. This has been a natural consequence of new algorithmic developments and of the increased power of computers. For example, decomposition ideas proposed by G. Dantzig and P. Wolfe in the 1960's, are now implement able in distributed process ing systems, and today many optimization codes have been implemented on parallel machines.

Implementation of a Dual Affine Interior Point Algorithm for Linear Programming

Implementation of a Dual Affine Interior Point Algorithm for Linear Programming PDF Author: R. E. Marsten
Publisher:
ISBN:
Category :
Languages : en
Pages : 22

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Large Scale Linear and Integer Optimization: A Unified Approach

Large Scale Linear and Integer Optimization: A Unified Approach PDF Author: Richard Kipp Martin
Publisher: Springer Science & Business Media
ISBN: 1461549752
Category : Business & Economics
Languages : en
Pages : 739

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This is a textbook about linear and integer linear optimization. There is a growing need in industries such as airline, trucking, and financial engineering to solve very large linear and integer linear optimization problems. Building these models requires uniquely trained individuals. Not only must they have a thorough understanding of the theory behind mathematical programming, they must have substantial knowledge of how to solve very large models in today's computing environment. The major goal of the book is to develop the theory of linear and integer linear optimization in a unified manner and then demonstrate how to use this theory in a modern computing environment to solve very large real world problems. After presenting introductory material in Part I, Part II of this book is de voted to the theory of linear and integer linear optimization. This theory is developed using two simple, but unifying ideas: projection and inverse projec tion. Through projection we take a system of linear inequalities and replace some of the variables with additional linear inequalities. Inverse projection, the dual of this process, involves replacing linear inequalities with additional variables. Fundamental results such as weak and strong duality, theorems of the alternative, complementary slackness, sensitivity analysis, finite basis the orems, etc. are all explained using projection or inverse projection. Indeed, a unique feature of this book is that these fundamental results are developed and explained before the simplex and interior point algorithms are presented.

Affine-scaling Algorithms for Linear Programming

Affine-scaling Algorithms for Linear Programming PDF Author: Xiaodong Yang
Publisher:
ISBN:
Category :
Languages : en
Pages : 122

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An Implementation of an Affine Scaling Interior Point Algorithm Applied to a Potential Function for Linear Programming

An Implementation of an Affine Scaling Interior Point Algorithm Applied to a Potential Function for Linear Programming PDF Author: Maria Mingjia Gao
Publisher:
ISBN:
Category : Geometry, Affine
Languages : en
Pages : 46

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Linear Programming Computation

Linear Programming Computation PDF Author: Ping-Qi PAN
Publisher: Springer Science & Business Media
ISBN: 3642407544
Category : Mathematics
Languages : en
Pages : 749

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Book Description
With emphasis on computation, this book is a real breakthrough in the field of LP. In addition to conventional topics, such as the simplex method, duality, and interior-point methods, all deduced in a fresh and clear manner, it introduces the state of the art by highlighting brand-new and advanced results, including efficient pivot rules, Phase-I approaches, reduced simplex methods, deficient-basis methods, face methods, and pivotal interior-point methods. In particular, it covers the determination of the optimal solution set, feasible-point simplex method, decomposition principle for solving large-scale problems, controlled-branch method based on generalized reduced simplex framework for solving integer LP problems.

Linear Algebra for Large Scale and Real-Time Applications

Linear Algebra for Large Scale and Real-Time Applications PDF Author: M.S. Moonen
Publisher: Springer Science & Business Media
ISBN: 9401581967
Category : Mathematics
Languages : en
Pages : 434

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Book Description
Proceedings of the NATO Advanced Study Institute, Leuven, Belgium, August 3-14, 1992

Primal-Dual Interior-Point Methods

Primal-Dual Interior-Point Methods PDF Author: Stephen J. Wright
Publisher: SIAM
ISBN: 089871382X
Category : Technology & Engineering
Languages : en
Pages : 293

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Book Description
Presents the major primal-dual algorithms for linear programming. A thorough, straightforward description of the theoretical properties of these methods.

Parallel Solution of Large-scale Optimization Problems

Parallel Solution of Large-scale Optimization Problems PDF Author: Robert Stephen Maier
Publisher:
ISBN:
Category :
Languages : en
Pages : 194

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