Dual-primal algorithm for linear optimization

被引：3
|
作者：
Li, Wei [1 ]
机构：
[1] Hangzhou Dianzi Univ, Inst Operat Res & Cybernet, Hangzhou 310018, Peoples R China
来源：
OPTIMIZATION METHODS & SOFTWARE | 2013年 / 28卷 / 02期
基金：
中国国家自然科学基金;
关键词：
linear programming; simplex method; dual-primal simplex method; interior point method; single-term KKT system; PIVOT;
D O I：
10.1080/10556788.2011.643889
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
The purpose of this paper is to present a new approach for solving linear programming, which has some interesting theoretical properties. In each step of the iteration, we trace a direction completely different from primal simplex method, dual simplex method, primal-dual method and interior point method. The new method is impervious to primal degeneracy and can reach a pair of exact primal and dual optimal solutions without purifying process. Numerical results are presented that support our theoretical results and confirm the viability of the approach.
引用
收藏
页码：327 / 338
页数：12
相关论文
共 50 条
  • [21] An adaptive-step primal-dual interior point algorithm for linear optimization
    Kim, Min Kyung
    Lee, Yong-Hoon
    Cho, Gyeong-Mi
    [J]. NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2009, 71 (12) : E2305 - E2315
  • [22] Dual-Primal Domain Decomposition Methods for the Total Variation Minimization
    Lee, Chang-Ock
    Nam, Changmin
    [J]. DOMAIN DECOMPOSITION METHODS IN SCIENCE AND ENGINEERING XXIII, 2017, 116 : 371 - 378
  • [23] Dual-primal proximal point algorithms for extended convex programming
    Li, Min
    Jiang, Zhikai
    Zhou, Zhangjin
    [J]. INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2015, 92 (07) : 1473 - 1495
  • [24] A MUTUAL PRIMAL-DUAL LINEAR PROGRAMMING ALGORITHM
    HARRIS, MY
    [J]. NAVAL RESEARCH LOGISTICS QUARTERLY, 1970, 17 (02): : 199 - &
  • [25] Primal-dual stability in continuous linear optimization
    Goberna, Miguel A.
    Todorov, Maxim I.
    [J]. MATHEMATICAL PROGRAMMING, 2009, 116 (1-2) : 129 - 146
  • [26] Primal-dual stability in continuous linear optimization
    Miguel A. Goberna
    Maxim I. Todorov
    [J]. Mathematical Programming, 2009, 116 : 129 - 146
  • [27] Primal-dual algorithm for distributed constrained optimization
    Lei, Jinlong
    Chen, Han-Fu
    Fang, Hai-Tao
    [J]. SYSTEMS & CONTROL LETTERS, 2016, 96 : 110 - 117
  • [28] Primal-Dual Algorithm for Linear Optimization Problems Based on a New Class of Kernel Functions
    El Ghami, Mohamed
    Ivanov, Ivan
    Melissen, Hans
    Roos, Cornelis
    Steihaug, Trond
    [J]. 2008 IEEE SYMPOSIUM ON COMPUTERS AND COMMUNICATIONS, VOLS 1-3, 2008, : 341 - +
  • [29] Hybrid Dual-Primal FETI-Schur Complement Method for Stokes
    Toulougoussou, Ange B.
    Roux, Francois-Xavier
    [J]. DOMAIN DECOMPOSITION METHODS IN SCIENCE AND ENGINEERING XXI, 2014, 98 : 899 - 907
  • [30] Selecting constraints in dual-primal FETI methods for elasticity in three dimensions
    Klawonn, A
    Widlund, OB
    [J]. DOMAIN DECOMPOSITION METHODS IN SCIENCE AND ENGINEERING, 2005, 40 : 67 - 81
12345