A new efficient short-step projective interior point method for linear programming
| Autor: | Mousaab Bouafia, Adnan Yassine, Djamel Benterki |
|---|---|
| Přispěvatelé: | Laboratoire de Mathématiques Appliquées du Havre (LMAH), Université Le Havre Normandie (ULH), Normandie Université (NU)-Normandie Université (NU), Institut d'Informatique et de Mathématiques Appliquées de Grenoble (IMAG), Université Joseph Fourier - Grenoble 1 (UJF)-Institut National Polytechnique de Grenoble (INPG)-Centre National de la Recherche Scientifique (CNRS) |
| Jazyk: | angličtina |
| Rok vydání: | 2018 |
| Předmět: |
021103 operations research
Linear programming Computer science Applied Mathematics 0211 other engineering and technologies 0102 computer and information sciences 02 engineering and technology Management Science and Operations Research 01 natural sciences Industrial and Manufacturing Engineering Displacement (vector) 010201 computation theory & mathematics Robustness (computer science) Projective algorithm Convergence (routing) Projective test [MATH]Mathematics [math] Algorithm Software Interior point method |
| Zdroj: | Operations Research Letters Operations Research Letters, 2018, 46 (3), pp.291--294. ⟨10.1016/j.orl.2018.02.004⟩ |
| DOI: | 10.1016/j.orl.2018.02.004⟩ |
| Popis: | In this paper, we are interested in the performance of Karmarkar’s projective algorithm for linear programming. We propose a new displacement step to accelerate and improve the convergence of this algorithm. This purpose is confirmed by numerical experimentations showing the efficiency and the robustness of the obtained algorithm over Schrijver’s one for small problem dimensions. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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