An Advanced Implementation of Cholesky Factorization for Computing Projections in Interior Point Methods of Large Scale Linear Programming

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ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (716 download)

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Book Synopsis An Advanced Implementation of Cholesky Factorization for Computing Projections in Interior Point Methods of Large Scale Linear Programming by : Jacek Gondzio

Download or read book An Advanced Implementation of Cholesky Factorization for Computing Projections in Interior Point Methods of Large Scale Linear Programming written by Jacek Gondzio and published by . This book was released on 1991 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Interior Point Methods of Mathematical Programming

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Publisher : Springer Science & Business Media
ISBN 13 : 1461334497
Total Pages : 544 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis Interior Point Methods of Mathematical Programming by : Tamás Terlaky

Download or read book Interior Point Methods of Mathematical Programming written by Tamás Terlaky and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: One has to make everything as simple as possible but, never more simple. Albert Einstein Discovery consists of seeing what every body has seen and thinking what nobody has thought. Albert S. ent_Gyorgy; The primary goal of this book is to provide an introduction to the theory of Interior Point Methods (IPMs) in Mathematical Programming. At the same time, we try to present a quick overview of the impact of extensions of IPMs on smooth nonlinear optimization and to demonstrate the potential of IPMs for solving difficult practical problems. The Simplex Method has dominated the theory and practice of mathematical pro gramming since 1947 when Dantzig discovered it. In the fifties and sixties several attempts were made to develop alternative solution methods. At that time the prin cipal base of interior point methods was also developed, for example in the work of Frisch (1955), Caroll (1961), Huard (1967), Fiacco and McCormick (1968) and Dikin (1967). In 1972 Klee and Minty made explicit that in the worst case some variants of the simplex method may require an exponential amount of work to solve Linear Programming (LP) problems. This was at the time when complexity theory became a topic of great interest. People started to classify mathematical programming prob lems as efficiently (in polynomial time) solvable and as difficult (NP-hard) problems. For a while it remained open whether LP was solvable in polynomial time or not. The break-through resolution ofthis problem was obtained by Khachijan (1989).

Archives of Control Sciences

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ISBN 13 :
Total Pages : 1006 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Archives of Control Sciences by :

Download or read book Archives of Control Sciences written by and published by . This book was released on 1992 with total page 1006 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Product Form of the Cholesky Factorization for Large-scale Linear Programming

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ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.:/5 (634 download)

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Book Synopsis Product Form of the Cholesky Factorization for Large-scale Linear Programming by : Stanford University. Computer Science Department

Download or read book Product Form of the Cholesky Factorization for Large-scale Linear Programming written by Stanford University. Computer Science Department and published by . This book was released on 1972 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Interior-point Polynomial Algorithms in Convex Programming

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Publisher : SIAM
ISBN 13 : 9781611970791
Total Pages : 414 pages
Book Rating : 4.9/5 (77 download)

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Book Synopsis Interior-point Polynomial Algorithms in Convex Programming by : Yurii Nesterov

Download or read book Interior-point Polynomial Algorithms in Convex Programming written by Yurii Nesterov and published by SIAM. This book was released on 1994-01-01 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Infeasible-interior-point Methods for Linear and Convex Programming

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ISBN 13 :
Total Pages : 324 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Infeasible-interior-point Methods for Linear and Convex Programming by : Reha Hüsnü Tütüncü

Download or read book Infeasible-interior-point Methods for Linear and Convex Programming written by Reha Hüsnü Tütüncü and published by . This book was released on 1996 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Scientific and Technical Aerospace Reports

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ISBN 13 :
Total Pages : 974 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1988 with total page 974 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Progress in Mathematical Programming

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Publisher : Springer Science & Business Media
ISBN 13 : 1461396174
Total Pages : 164 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis Progress in Mathematical Programming by : Nimrod Megiddo

Download or read book Progress in Mathematical Programming written by Nimrod Megiddo and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: The starting point of this volume was a conference entitled "Progress in Mathematical Programming," held at the Asilomar Conference Center in Pacific Grove, California, March 1-4, 1987. The main topic of the conference was developments in the theory and practice of linear programming since Karmarkar's algorithm. There were thirty presentations and approximately fifty people attended. Presentations included new algorithms, new analyses of algorithms, reports on computational experience, and some other topics related to the practice of mathematical programming. Interestingly, most of the progress reported at the conference was on the theoretical side. Several new polynomial algorithms for linear program ming were presented (Barnes-Chopra-Jensen, Goldfarb-Mehrotra, Gonzaga, Kojima-Mizuno-Yoshise, Renegar, Todd, Vaidya, and Ye). Other algorithms presented were by Betke-Gritzmann, Blum, Gill-Murray-Saunders-Wright, Nazareth, Vial, and Zikan-Cottle. Efforts in the theoretical analysis of algo rithms were also reported (Anstreicher, Bayer-Lagarias, Imai, Lagarias, Megiddo-Shub, Lagarias, Smale, and Vanderbei). Computational experiences were reported by Lustig, Tomlin, Todd, Tone, Ye, and Zikan-Cottle. Of special interest, although not in the main direction discussed at the conference, was the report by Rinaldi on the practical solution of some large traveling salesman problems. At the time of the conference, it was still not clear whether the new algorithms developed since Karmarkar's algorithm would replace the simplex method in practice. Alan Hoffman presented results on conditions under which linear programming problems can be solved by greedy algorithms."

An Explicit Factorization for Solving Multistage Stochastic Linear Programs

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ISBN 13 :
Total Pages : 16 pages
Book Rating : 4.L/5 ( download)

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Book Synopsis An Explicit Factorization for Solving Multistage Stochastic Linear Programs by : Derek Holmes

Download or read book An Explicit Factorization for Solving Multistage Stochastic Linear Programs written by Derek Holmes and published by . This book was released on 1993 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Numerical Algorithms

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Publisher : CRC Press
ISBN 13 : 1482251892
Total Pages : 400 pages
Book Rating : 4.4/5 (822 download)

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Book Synopsis Numerical Algorithms by : Justin Solomon

Download or read book Numerical Algorithms written by Justin Solomon and published by CRC Press. This book was released on 2015-06-24 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Primal-dual Interior-Point Methods

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Publisher : SIAM
ISBN 13 : 9781611971453
Total Pages : 309 pages
Book Rating : 4.9/5 (714 download)

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Book Synopsis Primal-dual Interior-Point Methods by : Stephen J. Wright

Download or read book Primal-dual Interior-Point Methods written by Stephen J. Wright and published by SIAM. This book was released on 1997-01-01 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the past decade, primal-dual algorithms have emerged as the most important and useful algorithms from the interior-point class. This book presents the major primal-dual algorithms for linear programming in straightforward terms. A thorough description of the theoretical properties of these methods is given, as are a discussion of practical and computational aspects and a summary of current software. This is an excellent, timely, and well-written work. The major primal-dual algorithms covered in this book are path-following algorithms (short- and long-step, predictor-corrector), potential-reduction algorithms, and infeasible-interior-point algorithms. A unified treatment of superlinear convergence, finite termination, and detection of infeasible problems is presented. Issues relevant to practical implementation are also discussed, including sparse linear algebra and a complete specification of Mehrotra's predictor-corrector algorithm. Also treated are extensions of primal-dual algorithms to more general problems such as monotone complementarity, semidefinite programming, and general convex programming problems.

An Implementation of a Primal-dual Interior Point Method for Linear Programming

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Total Pages : 44 pages
Book Rating : 4.:/5 (897 download)

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Book Synopsis An Implementation of a Primal-dual Interior Point Method for Linear Programming by : K. A. MacShane

Download or read book An Implementation of a Primal-dual Interior Point Method for Linear Programming written by K. A. MacShane and published by . This book was released on 1988 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Analytic Center Cutting Plane and Path-following Interior-point Methods in Convex Programming and Variational Inequalities

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Total Pages : pages
Book Rating : 4.:/5 (654 download)

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Book Synopsis Analytic Center Cutting Plane and Path-following Interior-point Methods in Convex Programming and Variational Inequalities by :

Download or read book Analytic Center Cutting Plane and Path-following Interior-point Methods in Convex Programming and Variational Inequalities written by and published by . This book was released on 1998 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Experiments Using Incomplete Cholesky Factorization Preconditioners for Saddle-point Systems Arising in Interior-point Methods

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (12 download)

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Book Synopsis Experiments Using Incomplete Cholesky Factorization Preconditioners for Saddle-point Systems Arising in Interior-point Methods by :

Download or read book Experiments Using Incomplete Cholesky Factorization Preconditioners for Saddle-point Systems Arising in Interior-point Methods written by and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Numerical Optimization

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Publisher : Springer Science & Business Media
ISBN 13 : 0387400656
Total Pages : 686 pages
Book Rating : 4.3/5 (874 download)

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Book Synopsis Numerical Optimization by : Jorge Nocedal

Download or read book Numerical Optimization written by Jorge Nocedal and published by Springer Science & Business Media. This book was released on 2006-12-11 with total page 686 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Implementation of the Schnabel and Eskow Modified Cholesky Factorization in the Context of a Truncated-Newton Optimization Method (Classic Reprint)

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ISBN 13 : 9781332868841
Total Pages : 50 pages
Book Rating : 4.8/5 (688 download)

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Book Synopsis Implementation of the Schnabel and Eskow Modified Cholesky Factorization in the Context of a Truncated-Newton Optimization Method (Classic Reprint) by : Tamar Schlick

Download or read book Implementation of the Schnabel and Eskow Modified Cholesky Factorization in the Context of a Truncated-Newton Optimization Method (Classic Reprint) written by Tamar Schlick and published by . This book was released on 2016-06-22 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: Excerpt from Implementation of the Schnabel and Eskow Modified Cholesky Factorization in the Context of a Truncated-Newton Optimization Method First, the method requires as input the values of two small numbers: em machine precision, and 1' the lowest acceptable value for d, typically of order of square or cubic root of em. Second, the following key parameters must be computed before the factorization begins. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.

Computer Solution of Large Sparse Positive Definite Systems

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Publisher : Prentice Hall
ISBN 13 :
Total Pages : 346 pages
Book Rating : 4.3/5 (97 download)

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Book Synopsis Computer Solution of Large Sparse Positive Definite Systems by : Alan George

Download or read book Computer Solution of Large Sparse Positive Definite Systems written by Alan George and published by Prentice Hall. This book was released on 1981 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: