| Texto completo | |
| Autor(es): |
Santos, Luiz-Rafael
[1]
;
Villas-Boas, Fernando
[2]
;
Oliveira, Aurelio R. L.
[2]
;
Perin, Clovis
[2]
Número total de Autores: 4
|
| Afiliação do(s) autor(es): | [1] Univ Fed Santa Catarina, Dept Math, BR-89065300 Blumenau, SC - Brazil
[2] Univ Estadual Campinas, IMECC, Dept Appl Math, BR-13083859 Campinas, SP - Brazil
Número total de Afiliações: 2
|
| Tipo de documento: | Artigo Científico |
| Fonte: | COMPUTATIONAL OPTIMIZATION AND APPLICATIONS; v. 73, n. 2, p. 535-574, JUN 2019. |
| Citações Web of Science: | 0 |
| Resumo | |
In this work, we propose a predictor-corrector interior point method for linear programming in a primal-dual context, where the next iterate is chosen by the minimization of a polynomial merit function of three variables: the first is the steplength, the second defines the central path and the third models the weight of a corrector direction. The merit function minimization is performed by restricting it to constraints defined by a neighborhood of the central path that allows wide steps. In this framework, we combine different directions, such as the predictor, the corrector and the centering directions, with the aim of producing a better one. The proposed method generalizes most of predictor-corrector interior point methods, depending on the choice of the variables described above. Convergence analysis of the method is carried out, considering an initial point that has a good practical performance, which results in Q-linear convergence of the iterates with polynomial complexity. Numerical experiments using the Netlib test set are made, which show that this approach is competitive when compared to well established solvers, such as PCx. (AU) | |
| Processo FAPESP: | 08/09685-8 - Escolha Adiada de Parâmetros em Métodos de Pontos Interiores para Programação Linear |
| Beneficiário: | Luiz Rafael dos Santos |
| Modalidade de apoio: | Bolsas no Brasil - Doutorado |
| Processo FAPESP: | 10/06822-4 - Solução eficiente de problemas de de programação linear e quadrática de grande porte |
| Beneficiário: | Aurelio Ribeiro Leite de Oliveira |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |