A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
نویسندگان
چکیده
منابع مشابه
A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
One of the main drawbacks associated with Interior Point Methods (IPM) is the perceived lack of an efficient warmstarting scheme which would enable the use of information from a previous solution of a similar problem. Recently there has been renewed interest in the subject. A common problem with warmstarting for IPM is that an advanced starting point which is close to the boundary of the feasib...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2008
ISSN: 1052-6234,1095-7189
DOI: 10.1137/060678129