A primal dual integer programming algorithm

A Pseudo Primal - Dual Integer Programming Algorithm *

The Pseudo Primal-Dual Algorithm solves the pure integer programming problem in two stages, systematically violating and restoring dual feasibility while maintaining an all-integer matrix. The algorithm is related to Gomory AlI-fnteger Algorithm and the Young Primal Integer Programming Algorithm, differing from the former in the dual feasible stage by the choice of cuts and pivot variable, and ...

A New Foundation for a Simplified Primal Integer Programming Algorithm

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A long - step primal - dual algorithm for thesymmetri programming

A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming

This paper presents a new and high performance solution method for multistage stochastic convex programming. Stochastic programming is a quantitative tool developed in the field of optimization to cope with the problem of decision-making under uncertainty. Among others, stochastic programming has found many applications in finance, such as asset-liability and bond-portfolio management. However,...

A Primal-Dual Interior Point Algorithm for Linear Programming

This chapter presents an algorithm that works simultaneously on primal and dual linear programming problems and generates a sequence of pairs of their interior feasible solutions. Along the sequence generated, the duality gap converges to zero at least linearly with a global convergence ratio (1 Yf/n); each iteration reduces the duality gap by at least Yf/n. Here n denotes the size of the probl...