Numerical Experiments with the Symmetric Affine Scaling Algorithm on Degenerate Linear Programming Problems

Numerical Experiments with the Symmetric Affine Scaling Algorithm on Degenerate Linear Programming Problems PDF Author: Jorge Amaya
Publisher:
ISBN:
Category :
Languages : en
Pages : 20

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Numerical Experiments with the Symmetric Affine Scaling Algorithm on Degenerate Linear Programming Problems

Numerical Experiments with the Symmetric Affine Scaling Algorithm on Degenerate Linear Programming Problems PDF Author: Jorge Amaya
Publisher:
ISBN:
Category :
Languages : en
Pages : 20

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Experiments with Affine Scaling Algorithm for Linear Programming

Experiments with Affine Scaling Algorithm for Linear Programming PDF Author: N. J. De Latour
Publisher:
ISBN:
Category :
Languages : en
Pages : 36

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Degeneracy in Optimization Problems

Degeneracy in Optimization Problems PDF Author: Tomáš Gál
Publisher:
ISBN:
Category : Mathematical optimization
Languages : en
Pages : 582

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On Scaling Linear Programming Problems

On Scaling Linear Programming Problems PDF Author: Stanford University. Department of Operations Research. Systems Optimization Laboratory
Publisher:
ISBN:
Category :
Languages : en
Pages : 74

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Build-up Interior Method for Linear Programming: Affine Scaling Form

Build-up Interior Method for Linear Programming: Affine Scaling Form PDF 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).

Numerical Algorithms

Numerical Algorithms PDF Author: Justin Solomon
Publisher: CRC Press
ISBN: 1482251892
Category : Computers
Languages : en
Pages : 400

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Book Description
Numerical Algorithms: Methods for Computer Vision, Machine Learning, and Graphics presents a new approach to numerical analysis for modern computer scientists. Using examples from a broad base of computational tasks, including data processing, computational photography, and animation, the textbook introduces numerical modeling and algorithmic desig

Mathematical Reviews

Mathematical Reviews PDF Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 1432

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A Global and Quadratic Affine Scaling Method for Linear $L_1$ Problems

A Global and Quadratic Affine Scaling Method for Linear $L_1$ Problems PDF Author: Cornell University. Dept. of Computer Science
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 33

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Book Description
Recently, various interior point algorithms - related to the Karmarkar algorithm - have been developed for linear programming. In this paper, we first show how this ``interior point'' philosophy can be adapted to the linear $l_{1}$ problem (in which there are no feasibility constraints) to yield a globally convergent algorithm. We then show that the linear algorithm can be modified to provide a globally and ultimately quadratically convergent algorithm. This modified algorithm is significantly more efficient in practice: we present numerical results to support this claim.

Numerical Optimization

Numerical Optimization PDF Author: Jorge Nocedal
Publisher: Springer Science & Business Media
ISBN: 0387400656
Category : Mathematics
Languages : en
Pages : 686

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Book Description
Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.

Interior-point Polynomial Algorithms in Convex Programming

Interior-point Polynomial Algorithms in Convex Programming PDF Author: Yurii Nesterov
Publisher: SIAM
ISBN: 9781611970791
Category : Mathematics
Languages : en
Pages : 414

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Book Description
Specialists working in the areas of optimization, mathematical programming, or control theory will find this book invaluable for studying interior-point methods for linear and quadratic programming, polynomial-time methods for nonlinear convex programming, and efficient computational methods for control problems and variational inequalities. A background in linear algebra and mathematical programming is necessary to understand the book. The detailed proofs and lack of "numerical examples" might suggest that the book is of limited value to the reader interested in the practical aspects of convex optimization, but nothing could be further from the truth. An entire chapter is devoted to potential reduction methods precisely because of their great efficiency in practice.