Build-up Interior Method for Linear Programming: Affine Scaling Form PDF Download
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Author: Stanford University. Department of Operations Research. Systems Optimization Laboratory
Publisher:
ISBN:
Category :
Languages : en
Pages : 44
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Book Description
We proposed a build-up interior method for solving an m equation n variable linear program which has the same convergence properties as their well known analogues in dual affine and projective forms but requires less computational effort. The algorithm has three forms, an affine scaling form, a projective scaling form, and an exact form (that used pivot steps). In this paper, we present the first of these. It differs from Dikin's algorithm of dual affine form in that the ellipsoid chosen to generate the improving directions in dual space is constructed from only a subset of the dual constraints. Keywords: Iterations. (KR).
Author: Stanford University. Department of Operations Research. Systems Optimization Laboratory
Publisher:
ISBN:
Category :
Languages : en
Pages : 44
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Book Description
We proposed a build-up interior method for solving an m equation n variable linear program which has the same convergence properties as their well known analogues in dual affine and projective forms but requires less computational effort. The algorithm has three forms, an affine scaling form, a projective scaling form, and an exact form (that used pivot steps). In this paper, we present the first of these. It differs from Dikin's algorithm of dual affine form in that the ellipsoid chosen to generate the improving directions in dual space is constructed from only a subset of the dual constraints. Keywords: Iterations. (KR).
Author: Maria Mingjia Gao
Publisher:
ISBN:
Category : Geometry, Affine
Languages : en
Pages : 46
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Book Description
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.
Author: D. den Hertog
Publisher: Springer Science & Business Media
ISBN: 9401111340
Category : Mathematics
Languages : en
Pages : 214
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Book Description
This book describes the rapidly developing field of interior point methods (IPMs). An extensive analysis is given of path-following methods for linear programming, quadratic programming and convex programming. These methods, which form a subclass of interior point methods, follow the central path, which is an analytic curve defined by the problem. Relatively simple and elegant proofs for polynomiality are given. The theory is illustrated using several explicit examples. Moreover, an overview of other classes of IPMs is given. It is shown that all these methods rely on the same notion as the path-following methods: all these methods use the central path implicitly or explicitly as a reference path to go to the optimum. For specialists in IPMs as well as those seeking an introduction to IPMs. The book is accessible to any mathematician with basic mathematical programming knowledge.
Author: Xiaodong Yang
Publisher:
ISBN:
Category :
Languages : en
Pages : 122
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Book Description
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1036
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Book Description
Author: George B. Dantzig
Publisher: Springer Science & Business Media
ISBN: 0387226338
Category : Business & Economics
Languages : en
Pages : 462
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Book Description
Encompassing all the major topics students will encounter in courses on the subject, the authors teach both the underlying mathematical foundations and how these ideas are implemented in practice. They illustrate all the concepts with both worked examples and plenty of exercises, and, in addition, provide software so that students can try out numerical methods and so hone their skills in interpreting the results. As a result, this will make an ideal textbook for all those coming to the subject for the first time. Authors' note: A problem recently found with the software is due to a bug in Formula One, the third party commercial software package that was used for the development of the interface. It occurs when the date, currency, etc. format is set to a non-United States version. Please try setting your computer date/currency option to the United States option . The new version of Formula One, when ready, will be posted on WWW.
Author: Kurt M. Anstreicher
Publisher:
ISBN:
Category : Algorithms
Languages : en
Pages : 598
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Book Description
Author: Romesh Saigal
Publisher: Springer Science & Business Media
ISBN: 1461523117
Category : Business & Economics
Languages : en
Pages : 349
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Book Description
In Linear Programming: A Modern Integrated Analysis, both boundary (simplex) and interior point methods are derived from the complementary slackness theorem and, unlike most books, the duality theorem is derived from Farkas's Lemma, which is proved as a convex separation theorem. The tedium of the simplex method is thus avoided. A new and inductive proof of Kantorovich's Theorem is offered, related to the convergence of Newton's method. Of the boundary methods, the book presents the (revised) primal and the dual simplex methods. An extensive discussion is given of the primal, dual and primal-dual affine scaling methods. In addition, the proof of the convergence under degeneracy, a bounded variable variant, and a super-linearly convergent variant of the primal affine scaling method are covered in one chapter. Polynomial barrier or path-following homotopy methods, and the projective transformation method are also covered in the interior point chapter. Besides the popular sparse Cholesky factorization and the conjugate gradient method, new methods are presented in a separate chapter on implementation. These methods use LQ factorization and iterative techniques.
Author: Ami Arbel
Publisher: MIT Press
ISBN: 9780262510738
Category : Computers
Languages : en
Pages : 250
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Book Description
This book provides practitioners as well as students of this general methodology with an easily accessible introduction to the new class of algorithms known as interior-point methods for linear programming.
