A partial updating algorithm for linear programs with many more variables than constraints

A partial updating algorithm for linear programs with many more variables than constraints

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Article ID: iaor20012967
Country: Netherlands
Volume: 4
Start Page Number: 243
End Page Number: 257
Publication Date: Jan 1995
Journal: Optimization Methods & Software
Authors: ,
Keywords: interior point methods
Abstract:

We present a modified version of Ye's potential reduction algorithm for linear programming. By using partial updating and incorporating scaling factors based on subsets of variables, we are able to solve linear programs having many more variables than constraints faster than comparable full updating algorithms. Our scheme for choosing scaling factors is motivated by certain asymptotic properties of interior point methods.

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