Feasibility issues in a primal-dual interior-point method for linear programming |
| |
Authors: | Irvin J Lustig |
| |
Institution: | (1) Program in Statistics and Operations Research, Department of Civil Engineering and Operations Research, School of Engineering and Applied Science, Princeton University, 08544 Princeton, NJ, USA |
| |
Abstract: | A new method for obtaining an initial feasible interior-point solution to a linear program is presented. This method avoids the use of a big-M , and is shown to work well on a standard set of test problems. Conditions are developed for obtaining a near-optimal solution that is feasible for an associated problem, and details of the computational testing are presented. Other issues related to obtaining and maintaining accurate feasible solutions to linear programs with an interior-point method are discussed. These issues are important to consider when solving problems that have no primal or dual interior-point feasible solutions. |
| |
Keywords: | Linear programming interior-point methods primal— dual algorithms feasibility |
本文献已被 SpringerLink 等数据库收录! |
|