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This article is cited in 3 scientific papers (total in 3 papers)
Interior point algorithms in linear optimization
V. I. Zorkaltsev, I. V. Mokryi Melentiev Energy Systems Institute SB RAS, 130 Lermontov str., 664033 Irkutsk
Abstract:
This is a survey of the results concerning the development and study of the interior point algorithms. Some families of the direct and dual algorithms are considered. These algorithms entering the domain of feasible solutions take into account the objective function, which makes it possible to obtain the first feasible solution close to the optimal solution. The main results on the theoretical justification of algorithms are given. Recommendations are proposed concerning the advantages of individual variants of algorithms on the basis of the obtained theoretical results, available experimental studies, and experience of using algorithms in the models of energy engineering. Some numerically efficient version of the polynomial optimization algorithm in the cone of the central path is also presented.
Keywords:
interior point method, relative interior, central path, linear programming.
Received: 14.04.2017
Citation:
V. I. Zorkaltsev, I. V. Mokryi, “Interior point algorithms in linear optimization”, Sib. Zh. Ind. Mat., 21:1 (2018), 11–20; J. Appl. Industr. Math., 12:1 (2018), 191–199
Linking options:
https://www.mathnet.ru/eng/sjim985 https://www.mathnet.ru/eng/sjim/v21/i1/p11
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Abstract page: | 367 | Full-text PDF : | 223 | References: | 43 | First page: | 6 |
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