ALBERT

All Library Books, journals and Electronic Records Telegrafenberg

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
Filter
  • Articles  (74)
  • Linear programming  (74)
  • 1990-1994  (74)
  • Mathematics  (74)
  • Energy, Environment Protection, Nuclear Power Engineering
  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Algorithmica 11 (1994), S. 525-541 
    ISSN: 1432-0541
    Keywords: On-line algorithms ; k-Server problem ; Linear programming ; Approximation algorithms ; Paging ; Caching ; Competitive analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Weighted caching is a generalization ofpaging in which the cost to evict an item depends on the item. We study both of these problems as restrictions of the well-knownk-server problem, which involves moving servers in a graph in response to requests so as to minimize the distance traveled. We give a deterministic on-line strategy for weighted caching that, on any sequence of requests, given a cache holdingk items, incurs a cost within a factor ofk/(k−h+1) of the minimum cost possible given a cache holdingh items. The strategy generalizes “least recently used,” one of the best paging strategies in practice. The analysis is a primal-dual analysis, the first for an on-line problem, exploiting the linear programming structure of thek-server problem. We introduceloose competitiveness, motivated by Sleator and Tarjan's complaint [ST] that the standard competitive ratios for paging strategies are too high. Ak-server strategy isloosely c(k)-competitive if, for any sequence, foralmost all k, the cost incurred by the strategy withk serverseither is no more thanc(k) times the minimum costor is insignificant. We show that certain paging strategies (including “least recently used,” and “first in first out”) that arek-competitive in the standard model are looselyc(k)-competitive providedc(k)/Ink→∞ and bothk/c(k) andc(k) are nondecreasing. We show that the marking algorithm, a randomized paging strategy that is Θ(Ink)-competitive in the standard model, is looselyc(k)-competitive providedk−2 In Ink→∞ and both 2 Ink−c(k) andc(k) are nondecreasing.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Algorithmica 12 (1994), S. 436-457 
    ISSN: 1432-0541
    Keywords: Linear programming ; Algebraic numbers ; Computational complexity ; Ellipsoid method ; Polynomial-time algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We derive a bound on the computational complexity of linear programs whose coefficients are real algebraic numbers. Key to this result is a notion of problem size that is analogous in function to the binary size of a rational-number problem. We also view the coefficients of a linear program as members of a finite algebraic extension of the rational numbers. The degree of this extension is an upper bound on the degree of any algebraic number that can occur during the course of the algorithm, and in this sense can be viewed as a supplementary measure of problem dimension. Working under an arithmetic model of computation, and making use of a tool for obtaining upper and lower bounds on polynomial functions of algebraic numbers, we derive an algorithm based on the ellipsoid method that runs in time bounded by a polynomial in the dimension, degree, and size of the linear program. Similar results hold under a rational number model of computation, given a suitable binary encoding of the problem input.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 64 (1994), S. 17-51 
    ISSN: 1436-4646
    Keywords: Factorization ; Linear programming ; Generalized upper bounds ; Pure networks ; Generalized networks
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Factorization of linear programming (LP) models enables a large portion of the LP tableau to be represented implicitly and generated from the remaining explicit part. Dynamic factorization admits algebraic elements which change in dimension during the course of solution. A unifying mathematical framework for dynamic row factorization is presented with three algorithms which derive from different LP model row structures: generalized upper bound rows, pure network rows, and generalized network rows. Each of these structures is a generalization of its predecessors, and each corresponding algorithm exhibits just enough additional richness to accommodate the structure at hand within the unified framework. Implementation and computational results are presented for a variety of real-world models. These results suggest that each of these algorithms is superior to the traditional, non-factorized approach, with the degree of improvement depending upon the size and quality of the row factorization identified.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 66 (1994), S. 103-122 
    ISSN: 1436-4646
    Keywords: 42B05 ; 62A99 ; Maximum entropy ; Linear programming ; Inverse problems ; Superresolution
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper, we give two different results. We propose new methods to solve classical optimization problems in linear programming. We also obtain precise quantitative results for the superresolution phenomenon, as observed earlier by practical searchers on specific algorithms. The common background of our work is the generalized moment problem, which is known to be connected with linear programming and superresolution. We describe the Maximum Entropy Method on the Mean that provides solution to the problem and leads to computational criteria to decide the existence of solutions or not.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 67 (1994), S. 383-406 
    ISSN: 1436-4646
    Keywords: 90C05 ; Linear programming ; Primal—dual ; Polynomial complexity ; Infeasible ; Interior-point ; Exterior-point
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract A predictor—corrector method for solving linear programs from infeasible starting points is analyzed. The method is quadratically convergent and can be combined with Ye's finite termination scheme under very general assumptions. If the starting points are large enough then the algorithm hasO(nL) iteration complexity. If the ratio between feasibility and optimality at the starting points is small enough then the algorithm has O( $$\sqrt {n L} $$ ) iteration complexity. For feasible starting points the algorithm reduces to the Mizuno—Todd—Ye predictor—corrector method.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 6
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 67 (1994), S. 169-187 
    ISSN: 1436-4646
    Keywords: 90C05 ; 90C25 ; 90C31 ; 49M30 ; Linear programming ; Exponential penalty ; Optimal trajectory ; Asymptotic expansion ; Interior point methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We consider the linear program min{c′x: Ax⩽b} and the associated exponential penalty functionf r(x) = c′x + rΣexp[(A ix − bi)/r]. Forr close to 0, the unconstrained minimizerx(r) off r admits an asymptotic expansion of the formx(r) = x * + rd* + η(r) wherex * is a particular optimal solution of the linear program and the error termη(r) has an exponentially fast decay. Using duality theory we exhibit an associated dual trajectoryλ(r) which converges exponentially fast to a particular dual optimal solution. These results are completed by an asymptotic analysis whenr tends to ∞: the primal trajectory has an asymptotic ray and the dual trajectory converges to an interior dual feasible solution.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 7
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 64 (1994), S. 1-16 
    ISSN: 1436-4646
    Keywords: Random walks ; Totally unimodular matrices ; Uniform generation ; Linear programming ; Diameter of polytopes
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We discuss the application of random walks to generating a random basis of a totally unimodular matrix and to solving a linear program with such a constraint matrix. We also derive polynomial upper bounds on the combinatorial diameter of an associated polyhedron.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 8
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 66 (1994), S. 361-377 
    ISSN: 1436-4646
    Keywords: Linear programming ; Infeasible-interior-point methods ; Superlinear convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract At present the interior-point methods of choice are primal—dual infeasible-interior-point methods, where the iterates are kept positive, but allowed to be infeasible. In practice, these methods have demonstrated superior computational performance. From a theoretical point of view, however, they have not been as thoroughly studied as their counterparts — feasible-interior-point methods, where the iterates are required to be strictly feasible. Recently, Kojima et al., Zhang, Mizuno and Potra studied the global convergence of algorithms in the primal—dual infeasible-interior-point framework. In this paper, we continue to study this framework, and in particular we study the local convergence properties of algorithms in this framework. We construct parameter selections that lead toQ-superlinear convergence for a merit function andR-superlinear convergence for the iteration sequence, both at rate 1 +τ whereτ can be arbitrarily close to one.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 9
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 67 (1994), S. 109-119 
    ISSN: 1436-4646
    Keywords: Polynomial-time ; Linear programming ; Primal-dual ; Interior-point algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Kojima, Megiddo, and Mizuno investigate an infeasible-interior-point algorithm for solving a primal—dual pair of linear programming problems and they demonstrate its global convergence. Their algorithm finds approximate optimal solutions of the pair if both problems have interior points, and they detect infeasibility when the sequence of iterates diverges. Zhang proves polynomial-time convergence of an infeasible-interior-point algorithm under the assumption that both primal and dual problems have feasible points. In this paper, we show that a modification of the Kojima—Megiddo—Mizuno algorithm “solves” the pair of problems in polynomial time without assuming the existence of the LP solution. Furthermore, we develop anO(nL)-iteration complexity result for a variant of the algorithm.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 10
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 66 (1994), S. 145-159 
    ISSN: 1436-4646
    Keywords: Linear programming ; Interior point methods ; Primal—dual algorithms ; Potential function
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We start with a study of the primal—dual affine-scaling algorithms for linear programs. Using ideas from Kojima et al., Mizuno and Nagasawa, and new potential functions we establish a framework for primal—dual algorithms that keep a potential function value fixed. We show that if the potential function used in the algorithm is compatible with a corresponding neighborhood of the central path then the convergence proofs simplify greatly. Our algorithms have the property that all the iterates can be kept in a neighborhood of the central path without using any centering in the search directions.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 11
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 82 (1994), S. 405-413 
    ISSN: 1573-2878
    Keywords: Linear programming ; interior-point methods ; Karmarkar's method ; log-barrier function ; rank-one techniques ; computational complexity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This short paper presents a primal interior-point method for linear programming. The method can be viewed as a modification of the methods developed in Refs. 1–6. In each iteration, it computes an approximately projected Newton direction and needsO(n 2.5) arithmetic operations to make the log-barrier function significantly decrease. It requires $$O(\sqrt {nL} )$$ iterations, so that the total complexity isO(n 3 L).
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 12
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 81 (1994), S. 35-52 
    ISSN: 1573-2878
    Keywords: Linear programming ; optimal value functions ; redundancy in linear programming ; convex hull problem ; data envelopment analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In 1967, Wets and Witzgall (Ref. 1) made, in passing, a connection between frames of polyhedral cones and redundancy in linear programming. The present work elaborates and formalizes the theoretical details needed to establish this relation. We study the properties of optimal value functions in order to derive the correspondence between problems in redundancy and the frame of a polyhedral cone. The insights obtained lead to schemes to improve the efficiency of procedures to detect redundancy in the areas of linear programming, stochastic programming, and computational geometry.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 13
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 80 (1994), S. 161-173 
    ISSN: 1573-2878
    Keywords: Linear programming ; interior point methods ; containing ellipsoids ; optimal basic and nonbasic variables
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Ellipsoids that contain all optimal dual slack solutions and those that contain all optimal primal solutions and that are independent of the algorithm used are derived. Based upon these ellipsoids, two criteria each for detecting optimal basic and nonbasic variables prior to optimality in interior-point methods are obtained. Using these results, we then derive a sufficient condition for a linear program to be feasible.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 14
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 83 (1994), S. 1-26 
    ISSN: 1573-2878
    Keywords: Linear programming ; primal-dual interior point methods ; logarithmic barrier function ; polynomial algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we deal with primal-dual interior point methods for solving the linear programming problem. We present a short-step and a long-step path-following primal-dual method and derive polynomial-time bounds for both methods. The iteration bounds are as usual in the existing literature, namely $$O(\sqrt n L)$$ iterations for the short-step variant andO(nL) for the long-step variant. In the analysis of both variants, we use a new proximity measure, which is closely related to the Euclidean norm of the scaled search direction vectors. The analysis of the long-step method depends strongly on the fact that the usual search directions form a descent direction for the so-called primal-dual logarithmic barrier function.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 15
    Electronic Resource
    Electronic Resource
    Springer
    Journal of global optimization 4 (1994), S. 89-109 
    ISSN: 1573-2916
    Keywords: Linear programming ; simplex method ; c-programming ; composite functions ; global optimization ; dc problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper we give a brief account of the important role that the conventional simplex method of linear programming can play in global optimization, focusing on its collaboration with composite concave programming techniques. In particular, we demonstrate how rich and powerful the c-programming format is in cases where its parametric problem is a standard linear programming problem.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 16
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical methods of operations research 40 (1994), S. 91-108 
    ISSN: 1432-5217
    Keywords: Markov decision processes ; countable state space ; Linear programming ; duality
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract We present an Linear Programming formulation of MDPs with countable state and action spaces and no unichain assumption. This is an extension of the Hordijk and Kallenberg (1979) formulation in finite state and action spaces. We provide sufficient conditions for both existence of optimal solutions to the primal LP program and absence of duality gap. Then, existence of a (possibly randomized) average optimal policy is also guaranteed. Existence of a stationary average optimal deterministic policy is also investigated.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 17
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 65 (1994), S. 217-245 
    ISSN: 1436-4646
    Keywords: Linear programming ; Semi-infinite programming ; Interior-point methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In order to study the behavior of interior-point methods on very large-scale linear programming problems, we consider the application of such methods to continuous semi-infinite linear programming problems in both primal and dual form. By considering different discretizations of such problems we are led to a certain invariance property for (finite-dimensional) interior-point methods. We find that while many methods are invariant, several, including all those with the currently best complexity bound, are not. We then devise natural extensions of invariant methods to the semi-infinite case. Our motivation comes from our belief that for a method to work well on large-scale linear programming problems, it should be effective on fine discretizations of a semi-infinite problem and it should have a natural extension to the limiting semi-infinite case.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 18
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 65 (1994), S. 347-363 
    ISSN: 1436-4646
    Keywords: Linear programming ; (Weighted) central paths ; Limiting behavior on central paths ; Local convergence rates of interior point algorithms ; Primary: 90C05 ; Secondary: 90C33
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We study the limiting behavior of the weighted central paths{(x(μ), s(μ))} μ 〉 0 in linear programming at bothμ = 0 andμ = ∞. We establish the existence of a partition (B ∞,N ∞) of the index set { 1, ⋯,n } such thatx i(μ) → ∞ ands j (μ) → ∞ asμ → ∞ fori ∈ B ∞, andj ∈ N ∞, andx N∞ (μ),s B∞ (μ) converge to weighted analytic centers of certain polytopes. For allk ⩾ 1, we show that thekth order derivativesx (k) (μ) ands (k) (μ) converge whenμ → 0 andμ → ∞. Consequently, the derivatives of each order are bounded in the interval (0, ∞). We calculate the limiting derivatives explicitly, and establish the surprising result that all higher order derivatives (k ⩾ 2) converge to zero whenμ → ∞.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 19
    Electronic Resource
    Electronic Resource
    Springer
    Algorithmica 9 (1993), S. 64-83 
    ISSN: 1432-0541
    Keywords: Linear programming ; Interior-point methods ; Projective methods ; Combined phase 1-phase 2
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We compare the projective methods for linear programming due to de Ghellinck and Vial, Anstreicher, Todd, and Fraley. These algorithms have the feature that they approach feasibility and optimality simultaneously, rather than requiring an initial feasible point. We compare the directions used in these methods and the lower-bound updates employed. In many cases the directions coincide and two of the lower-bound updates give the same result. It appears that Todd's direction and Fraley's lower-bound update have slight advantages, and this is borne out in limited computational testing.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 20
    ISSN: 1432-0541
    Keywords: Linear programming ; Karmarkar's algorithm ; Potential function ; Primal-dual, Modified method ; Rank-one updates
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We consider partial updating in Kojima, Mizuno, and Yoshise's primal-dual potential reduction algorithm for linear programming. We use a simple safeguard condition to control the number of updates incurred on combined primal-dual steps. Our analysis allows for unequal steplengths in the primal and dual variables, which appears to be a computationally significant factor for primal-dual methods. The safeguard we use is a primal-dual Goldstein-Armijo condition, modified to deal with the unequal primal and dual steplengths.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 21
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 58 (1993), S. 243-255 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior point algorithm ; primal—dual potential function
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper is concerned with selection of theρ-parameter in the primal—dual potential reduction algorithm for linear programming. Chosen from [n + $$\sqrt n $$ , ∞), the level ofρ determines the relative importance placed on the centering vs. the Newton directions. Intuitively, it would seem that as the iterate drifts away from the central path towards the boundary of the positive orthant,ρ must be set close ton + $$\sqrt n $$ . This increases the relative importance of the centering direction and thus helps to ensure polynomial convergence. In this paper, we show that this is unnecessary. We find for any iterate thatρ can be sometimes chosen in a wide range [n + $$\sqrt n $$ , ∞) while still guaranteeing the currently best convergence rate of O( $$\sqrt n $$ L) iterations. This finding is encouraging since in practice large values ofρ have resulted in fast convergence rates. Our finding partially complements the recent result of Zhang, Tapia and Dennis (1990) concerning the local convergence rate of the algorithm.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 22
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 62 (1993), S. 15-39 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior-point methods ; symmetric indefinite systems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We describe an implementation of a primal—dual path following method for linear programming that solves symmetric indefinite “augmented” systems directly by Bunch—Parlett factorization, rather than reducing these systems to the positive definite “normal equations” that are solved by Cholesky factorization in many existing implementations. The augmented system approach is seen to avoid difficulties of numerical instability and inefficiency associated with free variables and with dense columns in the normal equations approach. Solving the indefinite systems does incur an extra overhead, whose median is about 40% in our tests; but the augmented system approach proves to be faster for a minority of cases in which the normal equations have relatively dense Cholesky factors. A detailed analysis shows that the augmented system factorization is reliable over a fairly large range of the parameter settings that control the tradeoff between sparsity and numerical stability.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 23
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 62 (1993), S. 119-131 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior point algorithm ; complexity ; potential function
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We propose a potential-reduction algorithm which always uses the primal—dual affine-scaling direction as a search direction. We choose a step size at each iteration of the algorithm such that the potential function does not increase, so that we can take a longer step size than the minimizing point of the potential function. We show that the algorithm is polynomial-time bounded. We also propose a low-complexity algorithm, in which the centering direction is used whenever an iterate is far from the path of centers.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 24
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 59 (1993), S. 23-31 
    ISSN: 1436-4646
    Keywords: Linear programming ; duality theorem ; unimodular ; totally unimodular ; interior point methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we consider a linear programming problem with the underlying matrix unimodular, and the other data integer. Given arbitrary near optimum feasible solutions to the primal and the dual problems, we obtain conditions under which statements can be made about the value of certain variables in optimal vertices. Such results have applications to the problem of determining the stopping criterion in interior point methods like the primal—dual affine scaling method and the path following methods for linear programming.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 25
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 59 (1993), S. 413-420 
    ISSN: 1436-4646
    Keywords: Linear programming ; prize collecting ; rounding fractional solutions ; traveling salesman problem ; worst-case analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We study the version of the prize collecting traveling salesman problem, where the objective is to find a tour that visits a subset of vertices such that the length of the tour plus the sum of penalties associated with vertices not in the tour is as small as possible. We present an approximation algorithm with constant bound. The algorithm is based on Christofides' algorithm for the traveling salesman problem as well as a method to round fractional solutions of a linear programming relaxation to integers, feasible for the original problem.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 26
    ISSN: 1436-4646
    Keywords: Linear programming ; quadratic programming ; convex programming ; randomized algorithms ; fixed dimension optimization problems ; complexity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We extend Clarkson's randomized algorithm for linear programming to a general scheme for solving convex optimization problems. The scheme can be used to speed up existing algorithms on problems which have many more constraints than variables. In particular, we give a randomized algorithm for solving convex quadratic and linear programs, which uses that scheme together with a variant of Karmarkar's interior point method. For problems withn constraints,d variables, and input lengthL, ifn = Ω(d 2), the expected total number of major Karmarkar's iterations is O(d 2(logn)L), compared to the best known deterministic bound of O( $$\sqrt n$$ L). We also present several other results which follow from the general scheme.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 27
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 62 (1993), S. 497-515 
    ISSN: 1436-4646
    Keywords: Linear programming ; primal—dual methods ; optimal face ; strict complementarity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We study the problem of finding a point in the relative interior of the optimal face of a linear program. We prove that in the worst case such a point can be obtained in O(n 3 L) arithmetic operations. This complexity is the same as the complexity for solving a linear program. We also show how to find such a point in practice. We report and discuss computational results obtained for the linear programming problems in the NETLIB test set.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 28
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 46-47 (1993), S. 107-138 
    ISSN: 1572-9338
    Keywords: Linear programming ; interior point methods ; degeneracy ; polynomial algorithms ; global and local convergence ; basis recovery ; numerical performance ; sensitivity analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The publication of Karmarkar's paper has resulted in intense research activity into Interior Point Methods (IPMs) for linear programming. Degeneracy is present in most real-life problems and has always been an important issue in linear programming, especially in the Simplex method. Degeneracy is also an important issue in IPMs. However, the difficulties are different in the two methods. In this paper, we survey the various theoretical and practical issues related to degeneracy in IPMs for linear programming. We survey results, which, for the most part, have already appeared in the literature. Roughly speaking, we shall deal with the effect of degeneracy on the following: the convergence of IPMs, the trajectories followed by the algorithms, numerical performance, and finding basic solutions.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 29
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 46-47 (1993), S. 431-442 
    ISSN: 1572-9338
    Keywords: Linear programming ; degeneracy ; network simplex algorithm ; pivoting ; minimal cost network flow
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract A characteristic feature of the primal network simplex algorithm (NSA) is that it usually makes a large number of degenerate iterations. Though cycling and even stalling can be avoided by recently introduced pivot rules for NSA, the practical efficiency of these rules is not known yet. For the case when the simplex algorithm is used to solve the continuous linear programming (LP) problem there exists a practical anti-cycling procedure that proved to be efficient. It is based on an expanding relaxation of the individual bound on the variables. In this paper we discuss the adaptation of this method to NSA, taking advantage of the special integer nature of network problems. We also give an account of our experience with these ideas as they are experimentally implemented in the MINET network LP solver. Reductions of CPU time have been achieved on a smaller set of specially structured real-life problems.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 30
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 46-47 (1993), S. 409-430 
    ISSN: 1572-9338
    Keywords: Linear programming ; Phase I ; nonlinear programming ; least squares ; quadratic programming ; strict improvement ; degeneracy
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract Instead of trying to recognize and avoid degenerate steps in the simplex method (as some variants do), we have developed a new Phase I algorithm that is impervious to degeneracy. The new algorithm solves a non-negative least-squares problem in order to find a Phase I solution. In each iteration, a simple two-variable least-squares subproblem is used to select an incoming column to augment a set of independent columns (called “basic”) to get a strictly better fit to the right-hand side. Although this is analogous in many ways to the simplex method, it can be proved that strict improvement is attained at each iteration, even in the presence of degeneracy. Thus cycling cannot occur, and convergence is guaranteed. This algorithm is closely related to a number of existing algorithms proposed for non-negative least-squares and quadratic programs. When used on the 30 smallest NETLIB linear programming test problems, the computational results for the new Phase I algorithm were almost 3.5 times faster than a particular implementation of the simplex method; on some problems, it was over 10 times faster. Best results were generally seen on the more degenerate problems.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 31
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 46-47 (1993), S. 235-248 
    ISSN: 1572-9338
    Keywords: Linear programming ; generalized networks ; simplex method ; degeneracy ; lexicography ; cycling
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract This paper introduces an analytical approach for studying lexicography in generalized network problems. The equations obtained can help us to understand and to extend the existing theory. First, it is verified that all nonzero elements have the same sign in each row vector of a basis inverse for a generalized network (GN) problem with positive multipliers. However, this property does not necessarily hold when there exist negative multipliers. Second, we developed a strategy to select the dropping arc in the GN simplex algorithm when addressing GN problems with positive andnegative multipliers. This strategy is also based on lexicography and requires performing some comparisons. However, the values to be compared are already known since they can be obtained as a by-product of the calculations necessary to compute the basis representation of the entering arc. Consequently, the computational effort per pivot step isO(n) in the worst case. This worst case effort is the same as that required by the strongly convergent rules for selecting the dropping arc in the method of strong convergence.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 32
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 46-47 (1993), S. 203-233 
    ISSN: 1572-9338
    Keywords: Linear programming ; simplex method ; pivot rules ; cycling ; recursion ; minimal index rule ; parametric programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The purpose of this paper is to discuss the various pivot rules of the simplex method and its variants that have been developed in the last two decades, starting from the appearance of the minimal index rule of Bland. We are mainly concerned with finiteness properties of simplex type pivot rules. Well known classical results concerning the simplex method are not considered in this survey, but the connection between the new pivot methods and the classical ones, if there is any, is discussed. In this paper we discuss three classes of recently developed pivot rules for linear programming. The first and largest class is the class of essentially combinatorial pivot rules including minimal index type rules and recursive rules. These rules only use labeling and signs of the variables. The second class contains those pivot rules which can actually be considered as variants or generalizations or specializations of Lemke's method, and so they are closely related to parametric programming. The last class has the common feature that the rules all have close connections to certain interior point methods. Finally, we mention some open problems for future research.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 33
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 59 (1993), S. 133-150 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior-point methods ; combined phase I—phase II
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper describes an affine potential reduction algorithm for linear programming that simultaneously seeks feasibility and optimality. The algorithm is closely related to a similar method of Anstreicher. The new features are that we use a two-dimensional programming problem to derive better lower bounds than Anstreicher, that our direction-finding subproblem treats phase I and phase II more symmetrically, and that we do not need an initial lower bound. Our method also allows for the generation of a feasible solution (so that phase I is terminated) during the course of the iterations, and we describe two ways to encourage this behavior.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 34
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 59 (1993), S. 151-162 
    ISSN: 1436-4646
    Keywords: Linear programming ; primal and dual ; superlinear and quadratic convergence ; polynomiality
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Recently, Ye, Tapia and Zhang (1991) demonstrated that Mizuno—Todd—Ye's predictor—corrector interior-point algorithm for linear programming maintains the O( $$\sqrt n $$ L)-iteration complexity while exhibiting superlinear convergence of the duality gap to zero under the assumption that the iteration sequence converges, and quadratic convergence of the duality gap to zero under the assumption of nondegeneracy. In this paper we establish the quadratic convergence result without any assumption concerning the convergence of the iteration sequence or nondegeneracy. This surprising result, to our knowledge, is the first instance of a demonstration of polynomiality and superlinear (or quadratic) convergence for an interior-point algorithm which does not assume the convergence of the iteration sequence or nondegeneracy.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 35
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 59 (1993), S. 345-360 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior point method ; active set strategy
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We will present a potential reduction method for linear programming where only the constraints with relatively small dual slacks—termed “active constraints”—will be taken into account to form the ellipsoid constraint at each iteration of the process. The algorithm converges to the optimal feasible solution in O( $$\sqrt n $$ L) iterations with the same polynomial bound as in the full constraints case, wheren is the number of variables andL is the data length. If a small portion of the constraints is active near the optimal solution, the computational cost to find the next direction of movement in one iteration may be considerably reduced by the proposed strategy.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 36
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 62 (1993), S. 41-67 
    ISSN: 1436-4646
    Keywords: Linear programming ; Dantzig—Wolfe decomposition ; large-scale systems ; parallel processing ; hypercube architecture
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Decomposition algorithms for block-angular linear programs give rise to a natural, coarse-grained parallelism that can be exploited by processing the subproblems concurrently within a distributed-memory environment. The parallel efficiency of the distributed approach, however, is critically dependent on the duration of the inherently serial master phase relative to that of the bottleneck subproblem. This paper investigates strategies for improving efficiency in distributed Dantzig—Wolfe decomposition by better balancing the load between the master and subproblem processors. We report computational experience on an Intel iPSC/2 hypercube multiprocessor with test problems having dimensions up to about 30 000 rows, 87 000 columns, and 200 coupling constraints.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 37
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 62 (1993), S. 517-535 
    ISSN: 1436-4646
    Keywords: Linear programming ; Karmarkar's algorithm ; Projective algorithm ; Standard form
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In a recent paper, Shaw and Goldfarb show that a version of the standard form projective algorithm can achieve $$O\left( {\sqrt {nL} } \right)$$ step complexity, as opposed to the O(nL) step complexity originally demonstrated for the algorithm. The analysis of Shaw and Goldfarb shows that the algorithm, using a constant, fixed steplength, approximately follows the central trajectory. In this paper we show that simple modifications of the projective algorithm obtain the same complexity improvement, while permitting a linesearch of the potential function on each step. An essential component is the addition of a single constraint, motivated by Shaw and Goldfarb's analysis, which makes the standard form algorithm strictly monotone in the true objective.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 38
    Electronic Resource
    Electronic Resource
    Springer
    Algorithmica 8 (1992), S. 1-20 
    ISSN: 1432-0541
    Keywords: Robotics ; Grasp planning ; Robot control ; Computational Geometry ; Linear programming ; Parametric searching ; Davenport-Schinzel sequences
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we apply techniques from computational geometry to solve several problems in grasp planning and control in robotics. We consider the problem of calculating “force targets ” for a collection ofn fingers which grasp a two-dimensional object at known positions, at which the normals to the surface are also assumed to be known at least approximately. If the points at which the fingers touch the body do not allow apositive grip to be exerted (i.e., a grip in which the fingers hold the body in equilibrium by exerting friction-free forces in the directions of the corresponding inward-directed normals), it is appropriate to find the smallest coefficient of friction for which it is possible to assign a set of forces to be exerted by the fingers (so-calledfinger-force targets) which hold the object at equilibrium and such that each individual force lies within the corresponding cone of friction. We present an algorithm for this problem which runs in time0(n log2 n log logn). We also present another algorithm for preprocessing the given data so as to allow fast computation of the desired coefficient of friction for the case in which one needs to balance any given “query” external force and torque. Finally, we discuss simpler variants of our techniques which are likely to be more efficient when the problem is solved for a small number of fingers.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 39
    Electronic Resource
    Electronic Resource
    Springer
    Algorithmica 8 (1992), S. 161-176 
    ISSN: 1432-0541
    Keywords: Parametric linear programming ; Sensitivity analysis ; Postoptimality analysis ; Linear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We present a new definition of optimality intervals for the parametric right-hand side linear programming (parametric RHS LP) Problem ϑ(λ) = min{c t x¦Ax =b + λ¯b,x ≥ 0}. We then show that an optimality interval consists either of a breakpoint or the open interval between two consecutive breakpoints of the continuous piecewise linear convex function ϑ(λ). As a consequence, the optimality intervals form a partition of the closed interval {λ; ¦ϑ(λ)¦ 〈 ∞}. Based on these optimality intervals, we also introduce an algorithm for solving the parametric RHS LP problem which requires an LP solver as a subroutine. If a polynomial-time LP solver is used to implement this subroutine, we obtain a substantial improvement on the complexity of those parametric RHS LP instances which exhibit degeneracy. When the number of breakpoints of ϑ(λ) is polynomial in terms of the size of the parametric problem, we show that the latter can be solved in polynomial time.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 40
    Electronic Resource
    Electronic Resource
    Springer
    Applied mathematics & optimization 25 (1992), S. 247-262 
    ISSN: 1432-0606
    Keywords: Projection ; Féjer-contraction ; Linear complementarity problem ; Linear programming ; Convex quadratic programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper we propose a new iterative method for solving a class of linear complementarity problems:u ≥ 0,Mu + q ≥ 0, uT(Mu + q)=0, where M is a givenl ×l positive semidefinite matrix (not necessarily symmetric) andq is a givenl-vector. The method makes two matrix-vector multiplications and a trivial projection onto the nonnegative orthant at each iteration, and the Euclidean distance of the iterates to the solution set monotonously converges to zero. The main advantages of the method presented are its simplicity, robustness, and ability to handle large problems with any start point. It is pointed out that the method may be used to solve general convex quadratic programming problems. Preliminary numerical experiments indicate that this method may be very efficient for large sparse problems.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 41
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 53 (1992), S. 213-235 
    ISSN: 1436-4646
    Keywords: Linear programming ; simplex methods ; piecewise-linear programming ; nondifferentiable optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The first two parts of this paper have developed a simplex algorithm for minimizing convex separable piecewise-linear functions subject to linear constraints. This concluding part argues that a direct piecewiselinear simplex implementation has inherent advantages over an indirect approach that relies on transformation to a linear program. The advantages are shown to be implicit in relationships between the linear and piecewise-linear algorithms, and to be independent of many details of implementation. Two sets of computational results serve to illustarate these arguments; the piecewise-linear simplex algorithm is observed to run 2–6 times faster than a comparable linear algorithm, not including any additional expense that might be incurred in setting up the equivalent linear program. Further support for the practical value of a good piecewise-linear programming algorithm is provided by a survey of many varied applications.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 42
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 54 (1992), S. 251-265 
    ISSN: 1436-4646
    Keywords: Linear programming ; Karmarkar's algorithm ; potential function ; standard form ; modified method ; rank-one updates
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We consider partial updating in Ye's affine potential reduction algorithm for linear programming. We show that using a Goldstein—Armijo rule to safeguard a linesearch of the potential function during primal steps is sufficient to control the number of updates. We also generalize the dual step construction to apply with partial updating. The result is the first O(n 3 L) algorithm for linear programming whose steps are not constrained by the need to remain approximately centered. The fact that the algorithm has a rigorous “primal-only” initialization actually reduces the complexity to less than O(m 1.5 n 1.5 L).
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 43
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 55 (1992), S. 1-15 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior-point method ; projective algorithm ; combining phase I–phase II
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Anstreicher has proposed a variant of Karmarkar's projective algorithm that handles standard-form linear programming problems nicely. We suggest modifications to his method that we suspect will lead to better search directions and a more useful algorithm. Much of the analysis depends on a two-constraint linear programming problem that is a relaxation of the scaled original problem.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 44
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 57 (1992), S. 121-143 
    ISSN: 1436-4646
    Keywords: Linear programming ; polynomial-time algorithms ; strongly polynomial-time algorithms ; circulant matrices ; algebraic numbers
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We show that a modified variant of the interior point method can solve linear programs (LPs) whose coefficients are real numbers from a subring of the algebraic integers. By defining the encoding size of such numbers to be the bit size of the integers that represent them in the subring, we prove the modified algorithm runs in time polynomial in the encoding size of the input coefficients, the dimension of the problem, and the order of the subring. We then extend the Tardos scheme to our case, obtaining a running time which is independent of the objective and right-hand side data. As a consequence of these results, we are able to show that LPs with real circulant coefficient matrices can be solved in strongly polynomial time. Finally, we show how the algorithm can be applied to LPs whose coefficients belong to the extension of the integers by a fixed set of square roots.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 45
    Electronic Resource
    Electronic Resource
    Springer
    OR spectrum 14 (1992), S. 149-160 
    ISSN: 1436-6304
    Keywords: Lineare Programmierung ; logische Aussagen ; Binärvariablen ; Modellgenerator ; Linear programming ; predicates ; binary variables ; model generator
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Summary We introduce in the field of formulating logical predicates in addition to linear programs. The error prone process of developing linear constraints including binary variables (“auxilliary formulations”) to accomplish this leads us to discuss the possibilities and capabilities of model generation. Based on Williams [12] we develop the formulae apparatus and discuss formulation and design problems for the development of our model generator now being implemented.
    Notes: Zusammenfassung Wir geben eine Einführung in das Gebiet der Formulierung logischer Aussagen ergänzend zu Linearen Programmen. Der dazu notwendige, fehlerträchtige Prozeß der Aufstellung linearer Restriktionen unter der Verwendung von Binärvariablen („Ersatzformulierungen“) führt uns dazu, die Möglichkeiten und Fähigkeiten eines Modellgenerators für diesen Zweck zu diskutieren. Auf der Grundlage von Williams [12] entwickeln wir den Formelapparat und erörtern Formulierungs- und Entwurfsprobleme für die Entwicklung unseres sich jetzt in der Implementationsphase befindlichen Modellgenerators.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 46
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 38 (1992), S. 239-280 
    ISSN: 1572-9338
    Keywords: Linear programming ; large-scale systems ; modeling ; language design
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract This paper describes a system to represent linear programming models and their instances. In addition to a modeling language, MODLER has an extensive query capability which includes a multi-view architecture. Further, randomization options provide rapid prototyping. The MODLER system is part of a workbench for building and managing decision support systems that are based on linear programming.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 47
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 73 (1992), S. 229-242 
    ISSN: 1573-2878
    Keywords: Linear programming ; primal-dual interior-point algorithms ; superlinear convergence ; quadratic convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Recently, Zhang, Tapia, and Dennis (Ref. 1) produced a superlinear and quadratic convergence theory for the duality gap sequence in primal-dual interior-point methods for linear programming. In this theory, a basic assumption for superlinear convergence is the convergence of the iteration sequence; and a basic assumption for quadratic convergence is nondegeneracy. Several recent research projects have either used or built on this theory under one or both of the above-mentioned assumptions. In this paper, we remove both assumptions from the Zhang-Tapia-Dennis theory.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 48
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 72 (1992), S. 487-498 
    ISSN: 1573-2878
    Keywords: Linear programming ; primal and dual problems ; bimatrix games ; potential function ; potential reduction algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this work, we study several extensions of the potential reduction algorithm that was developed for linear programming. These extensions include choosing different potential functions, generating the analytic center of a polytope, and finding the equilibrium of a zero-sum bimatrix game.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 49
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 74 (1992), S. 221-242 
    ISSN: 1573-2878
    Keywords: Linear programming ; stochastic programming ; simplex method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A version of the simplex method for solving stochastic linear control problems is presented. The method uses a compact basis inverse representation that extensively exploits the original problem data and takes advantage of the supersparse structure of the problem. Computational experience indicates that the method is capable of solving large problems.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 50
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 74 (1992), S. 425-444 
    ISSN: 1573-2878
    Keywords: Linear programming ; interior point method ; proximal point method ; Newton method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract An interior proximal point algorithm for finding a solution of a linear program is presented. The distinguishing feature of this algorithm is the addition of a quadratic proximal term to the linear objective function. This perturbation has allowed us to obtain solutions with better feasibility. Implementation of this algorithm shows that the algorithms. We also establish global convergence and local linear convergence of the algorithm.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 51
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 75 (1992), S. 603-612 
    ISSN: 1573-2878
    Keywords: Linear programming ; convex programming ; geometric programming ; duality theory
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Consider a linear programming problem in Karmarkar's standard form. By perturbing its linear objective function with an entropic barrier function and applying generalized geometric programming theory to it, Fang recently proposed an unconstrained convex programming approach to finding an epsilon-optimal solution. In this paper, we show that Fang's derivation of an unconstrained convex dual program can be greatly simplified by using only one simple geometric inequality. In addition, a system of nonlinear equations, which leads to a pair of primal and dual epsilon-optimal solutions, is proposed for further investigation.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 52
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical methods of operations research 36 (1992), S. 149-161 
    ISSN: 1432-5217
    Keywords: Linear programming ; Barrier Function ; Entropy Function ; Geometric Programming ; Convex programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The major interest of this paper is to show that, at least in theory, a pair of primal and dual “ɛ-optimal solutions” to a general linear program in Karmarkar's standard form can be obtained by solving an unconstrained convex program. Hence unconstrained convex optimization methods are suggested to be carefully reviewed for this purpose.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 53
    Electronic Resource
    Electronic Resource
    Springer
    Mathematics of control, signals, and systems 5 (1992), S. 281-293 
    ISSN: 1435-568X
    Keywords: L 1 optimal control ; Delay and infinite-dimensional linear systems ; Linear programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology , Mathematics , Technology
    Notes: Abstract In this paper we consider the problem ofL 1 sensitivity minimization for linear plants with commensurate input delays. We describe a procedure for computing the minimum performance, and we characterize optimal solutions. The computations involve solving a one-parameter family of finite-dimensional linear programs. Explicit solutions are presented for important special cases.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 54
    Electronic Resource
    Electronic Resource
    Springer
    Algorithmica 6 (1991), S. 153-181 
    ISSN: 1432-0541
    Keywords: Karmarkar's algorithm ; Linear programming ; Projective algorithm ; Conical projection ; Interior methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Since Karmarkar published his algorithm for linear programming, several different interior directions have been proposed and much effort was spent on the problem transformations needed to apply these new techniques. This paper examines several search directions in a common framework that does not need any problem transformation. These directions prove to be combinations of two problem-dependent vectors, and can all be improved by a bidirectional search procedure. We conclude that there are essentially two polynomial algorithms: Karmarkar's method and the algorithm that follows a central trajectory, and they differ only in a choice of parameters (respectively lower bound and penalty multiplier).
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 55
    Electronic Resource
    Electronic Resource
    Springer
    Algorithmica 6 (1991), S. 5-35 
    ISSN: 1432-0541
    Keywords: Digital circuitry ; Graph theory ; Linear programming ; Network flow ; Optimization ; Pipelining ; Propagation delay ; Retiming ; Synchronous circuitry ; Systolic circuits ; Timing analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper describes a circuit transformation calledretiming in which registers are added at some points in a circuit and removed from others in such a way that the functional behavior of the circuit as a whole is preserved. We show that retiming can be used to transform a given synchronous circuit into a more efficient circuit under a variety of different cost criteria. We model a circuit as a graph in which the vertex setV is a collection of combinational logic elements and the edge setE is the set of interconnections, each of which may pass through zero or more registers. We give anO(¦V∥E¦lg¦V¦) algorithm for determining an equivalent retimed circuit with the smallest possible clock period. We show that the problem of determining an equivalent retimed circuit with minimum state (total number of registers) is polynomial-time solvable. This result yields a polynomial-time optimal solution to the problem of pipelining combinational circuitry with minimum register cost. We also give a chacterization of optimal retiming based on an efficiently solvable mixed-integer linear-programming problem.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 56
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 52 (1991), S. 429-439 
    ISSN: 1436-4646
    Keywords: Linear programming ; potential function ; phase I ; phase II ; artificial variable
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We develop an extension of the affinely scaled potential reduction algorithm which simultaneously obtains feasibility and optimality in a standard form linear program, without the addition of any “M” terms. The method, and its lower-bounding procedure, are particularly simple compared with previous interior algorithms not requiring feasibility.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 57
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 52 (1991), S. 467-479 
    ISSN: 1436-4646
    Keywords: Linear programming ; polynomial methods ; interior point methods ; rate of convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract This paper proposes a procedure for improving the rate of convergence of interior point methods for linear programming. If (x k ) is the sequence generated by an interior point method, the procedure derives an auxiliary sequence ( $$\bar x^k$$ ). Under the suitable assumptions it is shown that the sequence ( $$\bar x^k$$ ) converges superlinearly faster to the solution than (x k ). Application of the procedure to the projective and afflne scaling algorithms is discussed and some computational illustration is provided.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 58
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 69 (1991), S. 605-610 
    ISSN: 1573-2878
    Keywords: Linear programming ; unrestricted variables ; extreme points
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract There are a number of ways of dealing with a linear programming problem in which some variables are allowed to take on negative values. One of these methods, which is either ignored or mentioned only incidentally in most textbooks, requires only one additional variable to be introduced regardless of how many unrestricted variables the original problem has. In this note, this method is interpreted geometrically and an application to the computation of extreme points is given.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 59
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical methods of operations research 35 (1991), S. 299-307 
    ISSN: 1432-5217
    Keywords: Linear programming ; Newton's method ; penalty methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract To solve the linear program (LP): minimizec T l subject toA l+b≥0, for ann×d-matrixA, ann-vectorb and ad-vectorc, the positive orthantS and the planeE(t) are defined by S={(x1,x)εℝn+1 ¦(x1,x)⩾0}, E(t)={(x1,x)εℝn+1¦x1=−c c l+t, x=Al+b}. First a geometric algorithm is given to determine d(E(t),S) for fixedt, where d(·,·) denotes euclidean distance. This algorithm is used to construct a second algorithm to find the minimalt with E(t) ∩S ≠ ∅, and thus solve LP. It is shown that all algorithms are finite.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 60
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 50 (1991), S. 239-258 
    ISSN: 1436-4646
    Keywords: Linear programming ; primal and dual ; interior algorithms ; potential functions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We describe a primal-dual potential function for linear programming: $$\phi (x,s) = \rho \ln (x^T s) - \sum\limits_{j = 1}^n {\ln (x_j s_j )} $$ whereρ⩾ n, x is the primal variable, ands is the dual-slack variable. As a result, we develop an interior point algorithm seeking reductions in the potential function with $$\rho = n + \sqrt n $$ . Neither tracing the central path nor using the projective transformation, the algorithm converges to the optimal solution set in $$O(\sqrt n L)$$ iterations and uses O(n 3 L) total arithmetic operations. We also suggest a practical approach to implementing the algorithm.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 61
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 51 (1991), S. 1-16 
    ISSN: 1436-4646
    Keywords: Linear programming ; parametric ; homeomorphisms ; spheres ; hemispheres
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Given a linear program with a boundedp-dimensional feasible region let the objective vector range over ans-sphere, that is, ans-dimensional sphere centered at the origin wheres does not exceedp−1. If the feasible region and the sphere are in general position with respect to each other, then the corresponding set of all optimal solutions is a topologicals-sphere. Similar results are developed for unbounded feasible regions and hemispheres of objective vectors.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 62
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 52 (1991), S. 405-414 
    ISSN: 1436-4646
    Keywords: Linear programming ; primal and dual ; potential reduction algorithm ; affine scaling algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We analyze several affine potential reduction algorithms for linear programming based on simplifying assumptions. We show that, under a strong probabilistic assumption regarding the distribution of the data in an iteration, the decrease in the primal potential function will be $$\Omega (\rho /\sqrt {log(n)} )$$ with high probability, compared to the guaranteedΩ(1). (ρ ⩾2n is a parameter in the potential function andn is the number of variables.) Under the same assumption, we further show that the objective reduction rate of Dikin's affine scaling algorithm is $$(1 - 1/\sqrt {log(n)} )$$ with high probability, compared to no guaranteed convergence rate.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 63
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 52 (1991), S. 377-404 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior point methods ; affine scaling methods ; global analysis ; degenerate problems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we show the global convergence of the affine scaling methods without assuming any condition on degeneracy. The behavior of the method near degenerate faces is analyzed in detail on the basis of the equivalence between the affine scaling methods for homogeneous LP problems and Karmarkar's method. It is shown that the step-size 1/8, where the displacement vector is normalized with respect to the distance in the scaled space, is sufficient to guarantee the global convergence of the affine scaling methods.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 64
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 52 (1991), S. 587-595 
    ISSN: 1436-4646
    Keywords: Linear programming ; linear complementarity problem ; interior point algorithms ; path following algorithms
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we propose an O(n 3 L) algorithm which is a modification of the path following algorithm [8] for a linear complementarity problem. The path following algorithm has to take a short step size in each iteration in order to bound the number of overall arithmetic operations by O(n 3 L). In practical computation, we can determine the step size adaptively. Mizuno, Yoshise, and Kikuchi [11] reported that such an adaptive algorithm required about O(L) iterations for some test problems. Here we show that we can use a rank one update technique in the adaptive algorithm so that the number of overall arithmetic operations is theoretically bounded by O(n 3 L).
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 65
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 49 (1990), S. 145-162 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior-point methods ; primal—dual algorithms ; feasibility
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract A new method for obtaining an initial feasible interior-point solution to a linear program is presented. This method avoids the use of a “big-M”, and is shown to work well on a standard set of test problems. Conditions are developed for obtaining a near-optimal solution that is feasible for an associated problem, and details of the computational testing are presented. Other issues related to obtaining and maintaining accurate feasible solutions to linear programs with an interior-point method are discussed. These issues are important to consider when solving problems that have no primal or dual interior-point feasible solutions.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 66
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 65 (1990), S. 531-554 
    ISSN: 1573-2878
    Keywords: Linear programming ; method of multipliers ; convex quadratic programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We describe the application of proximal point methods to the linear programming problem. Two basic methods are discussed. The first, which has been investigated by Mangasarian and others, is essentially the well-known method of multipliers. This approach gives rise at each iteration to a weakly convex quadratic program which may be solved inexactly using a point-SOR technique. The second approach is based on the proximal method of multipliers, originally proposed by Rockafellar, for which the quadratic program at each iteration is strongly convex. A number of techniques are used to solve this subproblem, the most promising of which appears to be a two-metric gradient-projection approach. Convergence results are given, and some numerical experience is reported.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 67
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 67 (1990), S. 217-225 
    ISSN: 1573-2878
    Keywords: Linear programming ; vertex ; Q-cubic convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Given a point sufficiently close to a nondegenerate basic feasible solutionx* of a linear program, we show how to generate a sequence {p k} that converges to the 0–1 vector sign(x*) at aQ-cubic rate. This extremely fast convergence enables us to determine, with a high degree of certainty, which variables will be zero and which will be nonzero at optimality and then constructx* from this information.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 68
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 46 (1990), S. 61-72 
    ISSN: 1436-4646
    Keywords: Linear programming ; simplex method ; ellipsoid method ; Karmarkar's algorithm ; primal and dual
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We propose a “build-down” scheme for Karmarkar's algorithm and the simplex method for linear programming. The scheme starts with an optimal basis “candidate” setΞ including all columns of the constraint matrix, then constructs a dual ellipsoid containing all optimal dual solutions. A pricing rule is developed for checking whether or not a dual hyperplane corresponding to a column intersects the containing ellipsoid. If the dual hyperplane has no intersection with the ellipsoid, its corresponding column will not appear in any of the optimal bases, and can be eliminated fromΞ. As these methods iterate,Ξ is eventually built-down to a set that contains only the optimal basic columns.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 69
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 46 (1990), S. 299-320 
    ISSN: 1436-4646
    Keywords: Linear programming ; Karmarkar ; projective ; potential
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We investigate the decrease in potential at an iteration of Karmarkar's projective method for linear programming. For a fixed step length parameterα (so that we must have 0 〈α ≤ 1) the best possible guaranteeδ n (α) inn dimensional space is essentially ln 2 ≃ 0.69; and to achieve this we must takeα about 1. Indeed we show the precise result thatδ n (α) equals ln(1 +α)-ln(1 −α/(n − 1)) forn sufficiently large. If we choose an optimal step length at each iteration then this guarantee increases only to aboutδ * ≃ 0.72. We also shed some light on the remarkable empirical observation that the number of iterations required seems scarcely to grow with the size of the problem.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 70
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 49 (1990), S. 7-21 
    ISSN: 1436-4646
    Keywords: Linear programming ; affine algorithms ; Karmarkar's algorithm ; interior methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract The method of steepest descent with scaling (affine scaling) applied to the potential functionq logc′x — ∑ i=1 n logx i solves the linear programming problem in polynomial time forq ⩾ n. Ifq = n, then the algorithm terminates in no more than O(n 2 L) iterations; if q ⩾ n + $$\sqrt n $$ withq = O(n) then it takes no more than O(nL) iterations. A modified algorithm using rank-1 updates for matrix inversions achieves respectively O(n 4 L) and O(n 3.5 L) arithmetic computions.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 71
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 46 (1990), S. 79-84 
    ISSN: 1436-4646
    Keywords: Linear programming ; pivoting rule ; Gray code
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Recently T. Terlaky has proposed a new pivoting rule for the criss-cross simplex method for linear programming and he proved that his rule is convergent. In this note we show that the required number of iterations may be exponential in the number of variables and constraints of the problem.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 72
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 46 (1990), S. 73-78 
    ISSN: 1436-4646
    Keywords: Linear programming ; Karmarkar's algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We define a function of the interior of the feasible region of Karmarkar's canonical linear program with the property that its supremum is bounded above by one, if and only if the optimal value of the linear program is zero. We use this function to obtain data-dependent steps for Karmarkar's algorithm. The corresponding reduction in the potential function improves upon the data-independent reduction derived by Padberg. We analyze the general step and consider its potential practical advantages.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 73
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 47 (1990), S. 1-9 
    ISSN: 1436-4646
    Keywords: Linear programming ; convex quadratic programming ; path-following algorithm ; Karmarkar's algorithm ; ellipsoid method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We describe a new potential function and a sequence of ellipsoids in the path-following algorithm for convex quadratic programming. Each ellipsoid in the sequence contains all of the optimal primal and dual slack vectors. Furthermore, the volumes of the ellipsoids shrink at the ratio $$2^{ - \Omega (\sqrt n )} $$ , in comparison to 2−Ω(1) in Karmarkar's algorithm and 2−Ω(1/n) in the ellipsoid method. We also show how to use these ellipsoids to identify the optimal basis in the course of the algorithm for linear programming.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
  • 74
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 47 (1990), S. 337-351 
    ISSN: 1436-4646
    Keywords: Linear programming ; Karmarkar's algorithm ; projective algorithm ; modified method ; standard form ; rank-one updates
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In his original analysis of the projective algorithm for linear programming, Karmarkar proposed a “modified method” which improved the worst-case arithmetic complexity of the original algorithm by a factor of $$\sqrt n $$ . Karmarkar's analysis of the $$\sqrt n $$ improvement is based on a primal-dual formulation, and requires that small steps be taken on each iteration. However, in practice the original algorithm can be easily applied to standard form problems, and is considerably improved by performing a linesearch on each iteration, generally leading to much larger steps. We show here that by incorporating a simple safeguard, a linesearch may be performed in the modified algorithm while retaining the $$\sqrt n $$ complexity improvement over the original algorithm. We then show that the modified algorithm, with safeguarded linesearch, can be applied directly to a standard form linear program with unknown optimal objective value. The resulting algorithm enjoys a $$\sqrt n $$ complexity advantage over standard form variants of the original algorithm.
    Type of Medium: Electronic Resource
    Location Call Number Expected Availability
    BibTip Others were also interested in ...
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...