Warm-Start Strategies in Interior-Point Methods for Linear Programming
نویسندگان
چکیده
منابع مشابه
Warm-Start Strategies in Interior-Point Methods for Linear Programming
We study the situation in which, having solved a linear program with an interiorpoint method, we are presented with a new problem instance whose data is slightly perturbed from the original. We describe strategies for recovering a \warm-start" point for the perturbed problem instance from the iterates of the original problem instance. We obtain worst-case estimates of the number of iterations r...
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We implement several warm-start strategies in interior-point methods for linear programming (LP). We study the situation in which both the original LP instance and the perturbed one have exactly the same dimensions. We consider different types of perturbations of data components of the original instance and different sizes of each type of perturbation. We modify the state-of-the-art interior-po...
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Hopfield neural networks and interior point methods are used in an integrated way to solve linear optimization problems. The Hopfield network gives warm start for the primal–dual interior point methods, which can be way ahead in the path to optimality. The approaches were applied to a set of real world linear programming problems. The integrated approaches provide promising results, indicating ...
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Interior point methods (IPM) have been recognised as an efficient approach for the solution of large scale stochastic programming problems due to their ability of exploiting the block-angular structure of the augmented system particular to this problem class. Stochastic programming problems, however, have exploitable structure beyond the simple matrix shape: namely the scenarios are typically a...
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The linear programming problem is usually solved through the use of one of two algorithms: either simplex, or an algorithm in the family of interior point methods. In this article two representative members of the family of interior point methods are introduced and studied. We discuss the design of these interior point methods on a high level, and compare them to both the simplex algorithm and ...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2002
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s1052623400369235