Zorkaltsev V.I. Entering into the Domain of Feasible Solutions Using Interior Point Method // Automation and Remote Control. Vol.80. No.2. 2019. P.348-361. DOI: 10.1134/S0005117919020127 The interior point algorithm for a linear programming problem is considered. The algorithm consists of two stages. At the first stage,...
Теги: interior point method , linear programming , automation , control engineering , feasible solution , interior point algorithm , interior-point method , linear programming problem , nondegenerateZorkaltsev V.I., Mokryi I.V. Interior Point Algorithms in Linear Optimization // Journal of Applied and Industrial Mathematics. Vol.12. No.1. 2018. P.191-199. DOI: 10.1134/S1990478918010179 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...
Теги: central path , interior point method , linear programming , relative interior , energy engineering , interior point algorithm , interior-point method , linear optimization , objective functions , optimal solutions , polynomial optimization , optimizatio... problem is a convex sparse optimization problem with linear equality and inequality constrains. Newton method is used for problem with equality constrains only and obtains an approximate solution, which may not satisfy inequality constraints. Then Dikin Interior Point Method starts from the approximate solution and finds an optimal one. For problems of high dimension sparse matrix methods, namely Conjugate Gradient and Cholesky method with nested dissection, are applied. Since Dikin Interior Point Method ...
Теги: convex optimization , interior point method , large-scale optimization , newton method , pipe network , sparse matrix , constraint theory , linear programming , newton-raphson method , optimization , quadratic programming , approximate solution , inequality constrain
