Solving the continuous nonlinear resource allocation problem with an interior point method

被引：8

作者：

Wright, Stephen E. ^{[1
]}

Rohal, James J. ^{[2
]}

机构：

[1] Miami Univ, Dept Stat, Oxford, OH 45056 USA

[2] N Carolina State Univ, Dept Math, Raleigh, NC 27695 USA

来源：

OPERATIONS RESEARCH LETTERS | 2014年 / 42卷 / 6-7期

关键词：

Convex programming; Interior point methods; Continuous knapsack; ALGORITHM;

D O I：

10.1016/j.orl.2014.07.001

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Resource allocation problems are usually solved with specialized methods exploiting their general sparsity and problem-specific algebraic structure. We show that the sparsity structure alone yields a closed-form Newton search direction for the generic primal-dual interior point method. Computational tests show that the interior point method consistently outperforms the best specialized methods when no additional algebraic structure is available. (C) 2014 Elsevier B.V. All rights reserved.

引用

页码：404 / 408

页数：5

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