Primal-dual Algorithms for Linear Programming Based on the Logarithmic Barrier Method

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ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (461 download)

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Book Synopsis Primal-dual Algorithms for Linear Programming Based on the Logarithmic Barrier Method by : B. Jansen

Download or read book Primal-dual Algorithms for Linear Programming Based on the Logarithmic Barrier Method written by B. Jansen and published by . This book was released on 1992 with total page 24 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."

Primal-Dual Interior-Point Methods

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Publisher : SIAM
ISBN 13 : 089871382X
Total Pages : 293 pages
Book Rating : 4.8/5 (987 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 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents the major primal-dual algorithms for linear programming. A thorough, straightforward description of the theoretical properties of these methods.

Primal-dual Methods for Linear Programming

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ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Primal-dual Methods for Linear Programming by : Stanford University. Department of Operations Research. Systems Optimization Laboratory

Download or read book Primal-dual Methods for Linear Programming written by Stanford University. Department of Operations Research. Systems Optimization Laboratory and published by . This book was released on 1991 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Self-Regularity

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Publisher : Princeton University Press
ISBN 13 : 140082513X
Total Pages : 201 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Self-Regularity by : Jiming Peng

Download or read book Self-Regularity written by Jiming Peng and published by Princeton University Press. This book was released on 2009-01-10 with total page 201 pages. Available in PDF, EPUB and Kindle. Book excerpt: Research on interior-point methods (IPMs) has dominated the field of mathematical programming for the last two decades. Two contrasting approaches in the analysis and implementation of IPMs are the so-called small-update and large-update methods, although, until now, there has been a notorious gap between the theory and practical performance of these two strategies. This book comes close to bridging that gap, presenting a new framework for the theory of primal-dual IPMs based on the notion of the self-regularity of a function. The authors deal with linear optimization, nonlinear complementarity problems, semidefinite optimization, and second-order conic optimization problems. The framework also covers large classes of linear complementarity problems and convex optimization. The algorithm considered can be interpreted as a path-following method or a potential reduction method. Starting from a primal-dual strictly feasible point, the algorithm chooses a search direction defined by some Newton-type system derived from the self-regular proximity. The iterate is then updated, with the iterates staying in a certain neighborhood of the central path until an approximate solution to the problem is found. By extensively exploring some intriguing properties of self-regular functions, the authors establish that the complexity of large-update IPMs can come arbitrarily close to the best known iteration bounds of IPMs. Researchers and postgraduate students in all areas of linear and nonlinear optimization will find this book an important and invaluable aid to their work.

Theory and Algorithms for Linear Optimization

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Publisher :
ISBN 13 :
Total Pages : 520 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Theory and Algorithms for Linear Optimization by : Cornelis Roos

Download or read book Theory and Algorithms for Linear Optimization written by Cornelis Roos and published by . This book was released on 1997-03-04 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: The approach to LO in this book is new in many aspects. In particular the IPM based development of duality theory is surprisingly elegant. The algorithmic parts of the book contain a complete discussion of many algorithmic variants, including predictor-corrector methods, partial updating, higher order methods and sensitivity and parametric analysis.

Interior Point Methods for Linear Optimization

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Publisher : Springer Science & Business Media
ISBN 13 : 0387263799
Total Pages : 501 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Interior Point Methods for Linear Optimization by : Cornelis Roos

Download or read book Interior Point Methods for Linear Optimization written by Cornelis Roos and published by Springer Science & Business Media. This book was released on 2006-02-08 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: The era of interior point methods (IPMs) was initiated by N. Karmarkar’s 1984 paper, which triggered turbulent research and reshaped almost all areas of optimization theory and computational practice. This book offers comprehensive coverage of IPMs. It details the main results of more than a decade of IPM research. Numerous exercises are provided to aid in understanding the material.

Primal Barrier Methods for Linear Programming

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ISBN 13 :
Total Pages : 86 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Primal Barrier Methods for Linear Programming by : Aeneas Marxen

Download or read book Primal Barrier Methods for Linear Programming written by Aeneas Marxen and published by . This book was released on 1989 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: "The linear program min c[superscript T]x subject to Ax=b, x [greater than or equal to] 0, is solved by the projected Newton barrier method. The method consists of solving a sequence of subproblems of the form [formula] subject to Ax=b. Extensions for upper bounds, free and fixed variables are given. A linear modification is made to the logarithmic barrier function, which results in the solution being bounded in all cases. It also facilitates the provision of a good starting point. The solution of each subproblem involves repeatedly computing a search direction and taking a step along this direction. Ways to find an initial feasible solution, step sizes and convergence criteria are discussed.

Interior Point Algorithms

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Publisher : John Wiley & Sons
ISBN 13 : 1118030958
Total Pages : 440 pages
Book Rating : 4.1/5 (18 download)

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Book Synopsis Interior Point Algorithms by : Yinyu Ye

Download or read book Interior Point Algorithms written by Yinyu Ye and published by John Wiley & Sons. This book was released on 2011-10-11 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first comprehensive review of the theory and practice of one oftoday's most powerful optimization techniques. The explosive growth of research into and development of interiorpoint algorithms over the past two decades has significantlyimproved the complexity of linear programming and yielded some oftoday's most sophisticated computing techniques. This book offers acomprehensive and thorough treatment of the theory, analysis, andimplementation of this powerful computational tool. Interior Point Algorithms provides detailed coverage of all basicand advanced aspects of the subject. Beginning with an overview offundamental mathematical procedures, Professor Yinyu Ye movesswiftly on to in-depth explorations of numerous computationalproblems and the algorithms that have been developed to solve them.An indispensable text/reference for students and researchers inapplied mathematics, computer science, operations research,management science, and engineering, Interior Point Algorithms: * Derives various complexity results for linear and convexprogramming * Emphasizes interior point geometry and potential theory * Covers state-of-the-art results for extension, implementation,and other cutting-edge computational techniques * Explores the hottest new research topics, including nonlinearprogramming and nonconvex optimization.

An O(n(3)L) Primal-Dual Interior Point Algorithm for Linear Programming

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ISBN 13 :
Total Pages : 31 pages
Book Rating : 4.:/5 (227 download)

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Book Synopsis An O(n(3)L) Primal-Dual Interior Point Algorithm for Linear Programming by : R. C. Monteiro

Download or read book An O(n(3)L) Primal-Dual Interior Point Algorithm for Linear Programming written by R. C. Monteiro and published by . This book was released on 1987 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors describe a primal-dual interior point algorithm for linear programming problems which requires a total of O cubed L arithmetic operations. Each iteration updates a penalty parameter and finds an approximate Newtons direction associated with the Kuhn-Tucker system of equations which characterizes a solution of the logarithm barrier function problem. This direction is then used to find the next iterate. The algorithm is based on the path following idea. The total number of iterations is shown to be of the order of O square root of nL. Keywords: Convergence; Polynomial-time algorithms; Barrier function; Path following.

Nonlinear Programming

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Publisher : SIAM
ISBN 13 : 9781611971316
Total Pages : 226 pages
Book Rating : 4.9/5 (713 download)

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Book Synopsis Nonlinear Programming by : Anthony V. Fiacco

Download or read book Nonlinear Programming written by Anthony V. Fiacco and published by SIAM. This book was released on 1990-01-01 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent interest in interior point methods generated by Karmarkar's Projective Scaling Algorithm has created a new demand for this book because the methods that have followed from Karmarkar's bear a close resemblance to those described. There is no other source for the theoretical background of the logarithmic barrier function and other classical penalty functions. Analyzes in detail the "central" or "dual" trajectory used by modern path following and primal/dual methods for convex and general linear programming. As researchers begin to extend these methods to convex and general nonlinear programming problems, this book will become indispensable to them.

Interior Path Following Primal-dual Algorithms

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Publisher :
ISBN 13 :
Total Pages : 160 pages
Book Rating : 4.:/5 (7 download)

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Book Synopsis Interior Path Following Primal-dual Algorithms by : Renato Duarte Carneiro Monteiro

Download or read book Interior Path Following Primal-dual Algorithms written by Renato Duarte Carneiro Monteiro and published by . This book was released on 1988 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Primal-dual Algorithm for Linear Programming

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Publisher :
ISBN 13 :
Total Pages : 96 pages
Book Rating : 4.:/5 (322 download)

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Book Synopsis The Primal-dual Algorithm for Linear Programming by : Thomas Francis Wagner

Download or read book The Primal-dual Algorithm for Linear Programming written by Thomas Francis Wagner and published by . This book was released on 1957 with total page 96 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).

An Evaluation of the Primal-dual Algorithm for Linear Programming

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Publisher :
ISBN 13 :
Total Pages : 230 pages
Book Rating : 4.:/5 (328 download)

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Book Synopsis An Evaluation of the Primal-dual Algorithm for Linear Programming by : Richard Gwyn Mills

Download or read book An Evaluation of the Primal-dual Algorithm for Linear Programming written by Richard Gwyn Mills and published by . This book was released on 1960 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt:

New Trends in Mathematical Programming

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Publisher : Springer Science & Business Media
ISBN 13 : 1475728786
Total Pages : 315 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis New Trends in Mathematical Programming by : F. Giannessi

Download or read book New Trends in Mathematical Programming written by F. Giannessi and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: Though the volume covers 22 papers by 36 authors from 12 countries, the history in the background is bound to Hungary where, in 1973 Andras Pn§kopa started to lay the foundation of a scientific forum, which can be a regular meeting spot for experts of the world in the field. Since then, there has been a constant interest in that forum. Headed at present by Tamas Rapcsak, the Laboratory of Operations Research and Decisions Systems of the Computer and Automation Institute, Hungarian Academy of Sciences followed the tradition in every respect, namely conferences were organized almost in every second year and in the same stimulating area, in the Matra mountains. The basic fields were kept, providing opportunities for the leading personalities to give voice to their latest results. The floor has been widened recently for the young generation, ensuring this way both a real location for the past, present and future experts to meet and also the possibility for them to make the multicoloured rainbow of the fields unbroken and continuous. The volume is devoted to the memory of Steven Vajda, one of the pioneers on mathematical programming, born is Hungary. In 1992 he took part in the XIth International Conference on Mathematical Programming at Matrafiired where, with his bright personality, he greatly contributed to the good spirituality of the event. We thank Jakob Krarup for his reminiscence on the life and scientific activities of late Steven Vajda.

Optimization Theory, Decision Making, and Operations Research Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 1461451345
Total Pages : 364 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Optimization Theory, Decision Making, and Operations Research Applications by : Athanasios Migdalas

Download or read book Optimization Theory, Decision Making, and Operations Research Applications written by Athanasios Migdalas and published by Springer Science & Business Media. This book was released on 2012-11-28 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: These proceedings consist of 30 selected research papers based on results presented at the 10th Balkan Conference & 1st International Symposium on Operational Research (BALCOR 2011) held in Thessaloniki, Greece, September 22-24, 2011. BALCOR is an established biennial conference attended by a large number of faculty, researchers and students from the Balkan countries but also from other European and Mediterranean countries as well. Over the past decade, the BALCOR conference has facilitated the exchange of scientific and technical information on the subject of Operations Research and related fields such as Mathematical Programming, Game Theory, Multiple Criteria Decision Analysis, Information Systems, Data Mining and more, in order to promote international scientific cooperation. The carefully selected and refereed papers present important recent developments and modern applications and will serve as excellent reference for students, researchers and practitioners in these disciplines. ​