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  • Artikel  (23)
  • Linear programming  (23)
  • Springer  (23)
  • American Association for the Advancement of Science
  • Cell Press
  • Oxford University Press
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  • 1
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 44 (1989), S. 297-335 
    ISSN: 1436-4646
    Schlagwort(e): Linear programming ; Karmarkar's algorithm ; interior point methods
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract This paper describes the implementation of power series dual affine scaling variants of Karmarkar's algorithm for linear programming. Based on a continuous version of Karmarkar's algorithm, two variants resulting from first and second order approximations of the continuous trajectory are implemented and tested. Linear programs are expressed in an inequality form, which allows for the inexact computation of the algorithm's direction of improvement, resulting in a significant computational advantage. Implementation issues particular to this family of algorithms, such as treatment of dense columns, are discussed. The code is tested on several standard linear programming problems and compares favorably with the simplex codeMinos 4.0.
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  • 2
    Digitale Medien
    Digitale Medien
    Springer
    Computing 42 (1989), S. 309-313 
    ISSN: 1436-5057
    Schlagwort(e): 90C05 ; 90C35 ; Linear programming ; network flows ; tree
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik
    Beschreibung / Inhaltsverzeichnis: Zusammenfassung Kern [1986] entwicklete einenO(nm+n logn)-Algorithmus zur Lösung von linearen Programmen der Form max{cx/l≤Ax≤b, L≤x≤U}, wobeil, b, L, U nichtnegativ sind undA eine 0-1-Matrix der Dimensionm x n mit der Eigenschaft, daß der Träger jeder Zeile vonA im Träger jeder der nachfolgenden Zeilen enthalten ist, darstellt. Wir zeigen, daß eine allgemeinere Klasse von linearen Programmen sich mit einem Aufwand vonO (n logn), lösen läßt.
    Notizen: Abstract AnO(nm+nlogn)-algorithm was developed by Kern, [1986] to solve linear programs of the form max{cx/l≤Ax≤b, L≤x≤U} wherel, b, L, U are nonnegative andA is a 0-1-matrix of dimensionm x n with the property that the support of each row is contained in the support of every subsequent row. We will show that a more general class of linear programs can be solved inO(n logn)-time.
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  • 3
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 43 (1989), S. 209-223 
    ISSN: 1436-4646
    Schlagwort(e): Linear programming ; Karmarkar's algorithm ; projective algorithm ; artificial variable ; phase I
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract We devise a projective algorithm which explicitly considers the constraint that an artificial variable be zero at the solution. Inclusion of such a constraint allows the algorithm to be applied to a (possibly infeasible) standard form linear program, without the addition of any “bigM“ terms or conversion to a primal-dual problem.
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  • 4
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 44 (1989), S. 203-212 
    ISSN: 1436-4646
    Schlagwort(e): Linear programming ; randomized algorithm
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract We give a (Las Vegas) randomized algorithm for linear programming in a fixed dimensiond for which the expected computation time is $$O(d^{(3 + \varepsilon _d )d} n)$$ , where lim d→∞ ε d = 0. This improves the corresponding worst-case complexity, $$O(3^{d^2 } n)$$ . The method is based on a recent idea of Clarkson. Two variations on the algorithm are examined briefly.
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  • 5
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 45 (1989), S. 437-474 
    ISSN: 1436-4646
    Schlagwort(e): Linear programming ; simplex method ; active-set methods ; degeneracy ; cycling
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract A procedure is described for preventing cycling in active-set methods for linearly constrained optimization, including the simplex method. The key ideas are a limited acceptance of infeasibilities in all variables, and maintenance of a “working” feasibility tolerance that increases over a long sequence of iterations. The additional work per iteration is nominal, and “stalling” cannot occur with exact arithmetic. The method appears to be reliable, based on computational results for the first 53 linear programming problems in theNetlib set.
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  • 6
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 42 (1988), S. 391-405 
    ISSN: 1436-4646
    Schlagwort(e): Linear programming ; large-scale-systems ; decomposition ; parallel computing
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract This paper describes DECOMPAR: an implementation of the Dantzig-Wolfe decomposition algorithm for block-angular linear programs using parallel processing of the subproblems. The software is based on a robust experimental code for LP decomposition and runs on the CRYSTAL multicomputer at the University of Wisconsin-Madison. Initial computational experience is reported. Promising directions in future development of this approach are discussed.
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  • 7
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 40 (1988), S. 59-93 
    ISSN: 1436-4646
    Schlagwort(e): Linear programming ; interior method ; computational complexity ; Newton's method
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract A new interior method for linear programming is presented and a polynomial time bound for it is proven. The proof is substantially different from those given for the ellipsoid algorithm and for Karmarkar's algorithm. Also, the algorithm is conceptually simpler than either of those algorithms.
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  • 8
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 41 (1988), S. 61-71 
    ISSN: 1436-4646
    Schlagwort(e): Linear programming ; Karmarkar's method ; Cholesky factorization ; rank-one updates
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract The paper presents a numerical method for computing the projections for Karmarkar's new algorithm for linear programming. The method is simple to implement, fully exploits sparsity, and appears in limited experimentation to have good stability properties. Preliminary numerical experience indicates that the method promises advantages over methods that refactor a matrix at every iteration.
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  • 9
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 41 (1988), S. 385-392 
    ISSN: 1436-4646
    Schlagwort(e): Linear programming ; simplex method ; degeneracy ; scheduling
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract The solution of scheduling problems often gives rise to highly degenerate linear programmes which cause significant computational difficulties for the revised simplex method. Wolfe's highly effective “ad hoc” method for overcoming the cycling or stalling problems associated with degeneracy is described. Here it is given a geometric interpretation in terms of finding a direction of recession for a reduced problem which is fundamental to a full understanding of the procedure. An example of an aircrew scheduling problem is used to illustrate the effectiveness of the method.
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  • 10
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 41 (1988), S. 367-373 
    ISSN: 1436-4646
    Schlagwort(e): Linear programming ; interior algorithm ; central trajectory ; barrier function ; Newton's method
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract In this note we report a simple characteristic of linear programming central trajectories which has a surprising consequence. Specifically, we show that given a bounded polyhedral setP with nonempty interior, the logarithmic barrier function (with no objective component) induces a vector field of negative Newton directions which flows from the center ofP, along central trajectories, to solutions of every possible linear program onP.
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  • 11
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 41 (1988), S. 97-113 
    ISSN: 1436-4646
    Schlagwort(e): Linear programming ; Karmarkar's algorithm ; special structure
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract We propose methods to take advantage of specially-structured constraints in a variant of Karmarkar's projective algorithm for standard form linear programming problems. We can use these constraints to generate improved bounds on the optimal value of the problem and also to compute the necessary projections more efficiently, while maintaining the theoretical bound on the algorithm's performance. It is shown how various upper-bounding constraints can be handled implicitly in this way. Unfortunately, the situation for network constraints appears less favorable.
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  • 12
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 41 (1988), S. 281-315 
    ISSN: 1436-4646
    Schlagwort(e): Linear programming ; simplex methods ; piecewise-linear programming ; nondifferentiable optimization
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract The simplex method for linear programming can be extended to permit the minimization of any convex separable piecewise-linear objective, subject to linear constraints. Part I of this paper has developed a general and direct simplex algorithm for piecewise-linear programming, under convenient assumptions that guarantee a finite number of basic solutions, existence of basic feasible solutions, and nondegeneracy of all such solutions. Part II now shows how these assumptions can be weakened so that they pose no obstacle to effective use of the piecewise-linear simplex algorithm. The theory of piecewise-linear programming is thereby extended, and numerous features of linear programming are generalized or are seen in a new light. An analysis of the algorithm's computational requirements and a survey of applications will be presented in Part III.
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  • 13
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical programming 40 (1988), S. 289-315 
    ISSN: 1436-4646
    Schlagwort(e): Linear programming ; Karmarkar's method ; inexact projections
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract A relaxed version of Karmarkar's method is developed. This method is proved to have the same polynomial time complexity as Karmarkar's method and its efficient implementation using inexact projections is discussed. Computational results obtained using a preliminary implementation of the method are presented which indicate that the method is practicable.
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  • 14
    Digitale Medien
    Digitale Medien
    Springer
    Computing 38 (1987), S. 13-21 
    ISSN: 1436-5057
    Schlagwort(e): 90C05 ; Linear programming ; Simplex-method ; pivot columns ; gradient criteria
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik
    Beschreibung / Inhaltsverzeichnis: Zusammenfassung Im Rahmen einer Monte-Carlo-Simulationsstudie werden 31 Gradienten-Kriterien zur Auswahl der Pivotspalten beim Simplex-algorithmus getestet. Unter den dabei zugrunde gelegten Normen wird diejenige bestimmt, die bezüglich der benötigten Anzahl von Iterationsschritten und der verbrauchten Rechenzeit optimal ist. Insbesondere wird die Güte des (gebräuchlichsten) Kriteriums des steilsten Anstiegs untersucht und mit den Resultaten anderer Kriterien verglichen.
    Notizen: Abstract In a Monte Carlo simulation experiment we test 31 gradient pivot choice criteria for the Simplex-method. Among the several used norms we look for the one, which is best relative to the required number of iterations and computing time. Especially the goodness of the (most used) steepest unit ascent method is analysed and compared with the results of other criteria.
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  • 15
    Digitale Medien
    Digitale Medien
    Springer
    Algorithmica 2 (1987), S. 113-129 
    ISSN: 1432-0541
    Schlagwort(e): Global routing ; Gate arrays ; Integer programming ; Linear programming ; Computer-aided design for integrated circuits
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract We examine the problem of routing wires of a VLSI chip, where the pins to be connected are arranged in a regular rectangular array. We obtain tight bounds for the worst-case “channel-width” needed to route ann×n array, and develop provably good heuristics for the general case. Single-turn routings are proved to be near-optimal in the worst-case. A central result of our paper is a “rounding algorithm” for obtaining integral approximations to solutions of linear equations. Given a matrix A and a real vector x, then we can find an integral x such that for alli, ¦x i -x i ¦ 〈1 and (Ax) i -(Ax) i 〈Δ. Our error bound Δ is defined in terms of sign-segregated column sums of A: $$\Delta = \mathop {\max }\limits_j \left( {\max \left\{ {\sum\limits_{i:a_{ij} 〉 0} {a_{ij} ,} \sum\limits_{i:a_{ij}〈 0} { - a_{ij} } } \right\}} \right).$$
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  • 16
    Digitale Medien
    Digitale Medien
    Springer
    Algorithmica 1 (1986), S. 517-527 
    ISSN: 1432-0541
    Schlagwort(e): Linear programming ; Projective method ; Box constraints
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract A specialization of the projective method for linear programming to problems with lower and upper bounds on the variables is proposed.
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  • 17
    Digitale Medien
    Digitale Medien
    Springer
    Algorithmica 1 (1986), S. 529-535 
    ISSN: 1432-0541
    Schlagwort(e): Homotopy ; Linear programming ; Interior point methods ; Nonlinear programming ; Karmarkar's method ; Quadratic regularization ; Path-following
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract In this note, we consider the solution of a linear program, using suitably adapted homotopy techniques of nonlinear programming and equation solving that move through the interior of the polytope of feasible solutions. The homotopy is defined by means of a quadratic regularizing term in an appropriate metric. We also briefly discuss algorithmic implications and connections with the affine variant of Karmarkar's method.
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  • 18
    Digitale Medien
    Digitale Medien
    Springer
    Algorithmica 1 (1986), S. 537-539 
    ISSN: 1432-0541
    Schlagwort(e): Linear programming ; Karmarkar's algorithm
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract We simplify and strengthen the analysis of the improvement obtained in one step of Karmarkar's algorithm.
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  • 19
    Digitale Medien
    Digitale Medien
    Springer
    Algorithmica 1 (1986), S. 395-407 
    ISSN: 1432-0541
    Schlagwort(e): Linear programming ; Karmarkar's algorithm ; Projected gradient methods ; Least squares
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract We present a modification of Karmarkar's linear programming algorithm. Our algorithm uses a recentered projected gradient approach thereby obviatinga priori knowledge of the optimal objective function value. Assuming primal and dual nondegeneracy, we prove that our algorithm converges. We present computational comparisons between our algorithm and the revised simplex method. For small, dense constraint matrices we saw little difference between the two methods.
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  • 20
    Digitale Medien
    Digitale Medien
    Springer
    Algorithmica 1 (1986), S. 409-424 
    ISSN: 1432-0541
    Schlagwort(e): Linear programming ; Karmarkar's algorithm ; Duality
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract We describe an extension of Karmarkar's algorithm for linear programming that handles problems with unknown optimal value and generates primal and dual solutions with objective values converging to the common optimal primal and dual value. We also describe an implementation for the dense case and show how extreme point solutions can be obtained naturally, with little extra computation.
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  • 21
    Digitale Medien
    Digitale Medien
    Springer
    Algorithmica 1 (1986), S. 425-453 
    ISSN: 1432-0541
    Schlagwort(e): Linear programming ; Polynomial complexity ; Newton method
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract An algorithm is presented for solving a set of linear equations on the nonnegative orthant. This problem can be made equivalent to the maximization of a simple concave function subject to a similar set of linear equations and bounds on the variables. A Newton method can then be used which enforces a uniform lower bound which increases geometrically with the number of iterations. The basic steps are a projection operation and a simple line search. It is shown that this procedure either proves in at mostO(n 2 m 2 L) operations that there is no solution or, else, computes an exact solution in at mostO(n 3 m 2 L) operations. The linear programming problem is treated as a parametrized feasibility problem and solved in at mostO(n 3 m 2 L) operations.
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  • 22
    Digitale Medien
    Digitale Medien
    Springer
    Algorithmica 1 (1986), S. 455-482 
    ISSN: 1432-0541
    Schlagwort(e): Linear programming ; Interior method ; Barrier function ; Newton method
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract A simple Newton-like descent algorithm for linear programming is proposed together with results of preliminary computational experiments on small- and medium-size problems. The proposed algorithm gives local superlinear convergence to the optimum and, experimentally, shows global linear convergence. It is similar to Karmarkar's algorithm in that it is an interior feasible direction method and self-correcting, while it is quite different from Karmarkar's in that it gives superlinear convergence and that no artificial extra constraint is introduced nor is protective geometry needed, but only affine geometry suffices.
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  • 23
    Digitale Medien
    Digitale Medien
    Springer
    Algorithmica 1 (1986), S. 483-498 
    ISSN: 1432-0541
    Schlagwort(e): Linear programming ; Fractional linear programming ; Karmarkar's algorithm ; Projective algorithm
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Informatik , Mathematik
    Notizen: Abstract We demonstrate that Karmarkar's projective algorithm is fundamentally an algorithm for fractional linear programming on the simplex. Convergence for the latter problem is established assuming only an initial lower bound on the optimal objective value. We also show that the algorithm can be easily modified so as to assure monotonicity of the true objective values, while retaining all global convergence properties. Finally, we show how the monotonic algorithm can be used to obtain an initial lower bound when none is otherwise available.
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