Stabilization of interior-point methods for linear programming

被引：13
|
作者：
Kovacevic-Vujcic, VV [1 ]
Asic, MD
机构：
[1] Univ Belgrade, Fac Org Sci, Belgrade, Yugoslavia
[2] Ohio State Univ, Dept Math, Newark, OH USA
来源：
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 1999年 / 14卷 / 03期
关键词：
interior-point methods; ill-conditioning; degeneracy; stabilization;
D O I：
10.1023/A:1026452506999
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
The paper studies numerical stability problems arising in the application of interior-point methods to primal degenerate linear programs. A stabilization procedure based on Gaussian elimination is proposed and it is shown that it stabilizes all path following methods, original and modified Dikin's method, Karmarkar's method, etc.
引用
收藏
页码：331 / 346
页数：16
相关论文
共 50 条
  • [1] Stabilization of Interior-Point Methods for Linear Programming
    Vera V. Kovacevic-Vujcic
    Miroslav D. Asic
    Computational Optimization and Applications, 1999, 14 : 331 - 346
  • [2] Interior-point linear programming algorithm for auction methods
    Dekrajangpetch, S
    Sheblé, GB
    IEEE TRANSACTIONS ON POWER SYSTEMS, 2000, 15 (02) : 572 - 578
  • [3] Optimized choice of parameters in interior-point methods for linear programming
    Santos, Luiz-Rafael
    Villas-Boas, Fernando
    Oliveira, Aurelio R. L.
    Perin, Clovis
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2019, 73 (02) : 535 - 574
  • [4] Optimized choice of parameters in interior-point methods for linear programming
    Luiz-Rafael Santos
    Fernando Villas-Bôas
    Aurelio R. L. Oliveira
    Clovis Perin
    Computational Optimization and Applications, 2019, 73 : 535 - 574
  • [5] Sensitivity analysis in linear programming and semidefinite programming using interior-point methods
    Yildirim, EA
    Todd, MJ
    MATHEMATICAL PROGRAMMING, 2001, 90 (02) : 229 - 261
  • [6] Sensitivity analysis in linear programming and semidefinite programming using interior-point methods
    E. Alper Yıldırım
    Michael Todd
    Mathematical Programming, 2001, 90 : 229 - 261
  • [7] Validated Infeasible Interior-Point Predictor–Corrector Methods for Linear Programming
    Ismail I. Idriss
    Wolfgang V. Walter
    Numerical Algorithms, 2004, 37 : 177 - 185
  • [8] Warm-start strategies in interior-point methods for linear programming
    Yildirim, EA
    Wright, SJ
    SIAM JOURNAL ON OPTIMIZATION, 2002, 12 (03) : 782 - 810
  • [9] PCx: An interior-point code for linear programming
    Czyzyk, J
    Mehrotra, S
    Wagner, M
    Wright, SJ
    OPTIMIZATION METHODS & SOFTWARE, 1999, 11-2 (1-4): : 397 - 430
  • [10] THE INTERIOR-POINT METHOD FOR LINEAR-PROGRAMMING
    ASTFALK, G
    LUSTIG, I
    MARSTEN, R
    SHANNO, D
    IEEE SOFTWARE, 1992, 9 (04) : 61 - 68
12345