A primal-dual slack approach towarmstarting interior-point methods for linear programming

Alexander Engau, Miguel F. Anjos, Anthony Vannelli

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

9 Citas (Scopus)

Resumen

Despite the many advantages of interior-point algorithms over active-set methods for linear programming, one of their practical limitations is the remaining challenge to efficiently solve several related problems by an effective warmstarting strategy. Similar to earlier approaches that modify the initial problem by shifting the boundary of its feasible region, the contribution of this paper is a new but relatively simpler scheme which uses a single set of new slacks to relax the nonnegativity constraints of the original primal-dual variables. Preliminary computational results indicate that this simplified approach yields similar improvements over cold starts as achieved by previous methods.

Idioma originalEnglish
Páginas (desde-hasta)195-217
Número de páginas23
PublicaciónOperations Research/ Computer Science Interfaces Series
Volumen47
DOI
EstadoPublished - 2009
Publicado de forma externa

ASJC Scopus Subject Areas

  • General Computer Science
  • Management Science and Operations Research

Huella

Profundice en los temas de investigación de 'A primal-dual slack approach towarmstarting interior-point methods for linear programming'. En conjunto forman una huella única.

Citar esto