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A HYBRID ADAPTIVE ALGORITHM FOR LINEAR OPTIMIZATION
SALAHI, MAZIAR; TERLAKY, TAMÁS - In: Asia-Pacific Journal of Operational Research (APJOR) 26 (2009) 02, pp. 235-256
Recently, using the framework of self-regularity, Salahi in his Ph.D. thesis proposed an adaptive single step algorithm which takes advantage of the current iterate information to find an appropriate barrier parameter rather than using a fixed fraction of the current duality gap. However, his...
Persistent link: https://www.econbiz.de/10004979800
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Basis- and tripartition identification for quadratic programming and lineair complementary problems; From an interior solution to an optimal basis and viceversa
Berkelaar, Berkelaar, A.B.; Jansen, Jansen, B.; Roos, K.; … - Faculteit der Economische Wetenschappen, Erasmus … - 1996
Optimal solutions of interior point algorithms for linear and quadratic programming and linear complementarity problems provide maximal complementary solutions. Maximal complementary solutions can be characterized by optimal (tri)partitions. On the other hand, the solutions provided by...
Persistent link: https://www.econbiz.de/10010837840
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Basis- and tripartition identification for quadratic programming and lineair complementary problems; From an interior solution to an optimal basis and viceversa
Berkelaar, A.B.; Jansen, B.; Roos, K.; Terlaky, T. - Erasmus University Rotterdam, Econometric Institute - 1996
Optimal solutions of interior point algorithms for linear and quadratic programming and linear complementarity problems provide maximal complementary solutions. Maximal complementary solutions can be characterized by optimal (tri)partitions. On the other hand, the solutions provided by...
Persistent link: https://www.econbiz.de/10008584830