Experimental investigations in combining primal dual interior point method and simplex based LP solvers
نویسندگان
چکیده
منابع مشابه
Hopdm (version 2.12) | a Fast Lp Solver Based on a Primal-dual Interior Point Method
Hardware information: Any computer with a FORTRAN 77 compiler.
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Exploiting sparsity has been a key issue in solving large-scale optimization problems. The most time-consuming part of primal-dual interior-point methods for linear programs, secondorder cone programs, and semidefinite programs is solving the Schur complement equation at each iteration, usually by the Cholesky factorization. The computational efficiency is greatly affected by the sparsity of th...
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3. page 13, lines 12–13: Insert a phrase to stress that we consider only monotone LCP in this book, though the qualifier ”monotone” is often omitted. Replace the sentence preceding the formula (1.21) by The monotone LCP—the qualifier ”monotone” is implicit throughout this book—is the problem of finding vectors x and s in I R that satisfy the following conditions: 4. page 13, line −12: delete “o...
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In this work results of a comparison of ve LP codes, BPMPD, HOPDM, LOQO, LIPSOL, and SOPLEX are reported and also of the rst three as QP solvers. Since LOQO can solve general NLP problems it is in another class. For LP/QP problems it proves to be robust but it solves certain LP problems somewhat slower due to its limited presolve feature. SOPLEX as the only simplex-based program is highly compe...
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This paper proposes a hybrid computational method (DIPS method) which works as a simplex method for solving a standard form linear program, and, simultaneously, as an interior point method for solving its dual. The DIPS method generates a sequence of primal basic feasible solutions and a sequence of dual interior feasible solutions interdependently. Along the sequences, the duality gap decrease...
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ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 1995
ISSN: 0254-5330,1572-9338
DOI: 10.1007/bf02032308