A simplified homogeneous and self-dual linear programming algorithm and its implementation

DOI10.1007/BF02206815zbMath0848.90095OpenAlexW1983709472MaRDI QIDQ1915910

Pi-Fang Hung, Yinyu Ye, Xiaojie Xu

Publication date: 1 July 1996

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02206815

zbMATH Keywords

interior-point methodsimplementationpredictor-corrector algorithminfeasibilityself-dual linear programming

Mathematics Subject Classification ID

Linear programming (90C05)

Related Items (23)

Conic convex programming and self-dual embedding ⋮ Conic optimization via operator splitting and homogeneous self-dual embedding ⋮ The practical behavior of the homogeneous self-dual formulations in interior point methods ⋮ Status determination by interior-point methods for convex optimization problems in domain-driven form ⋮ A modified homogeneous potential reduction algorithm for solving the monotone semidefinite linear complementarity problem ⋮ On homogeneous and self-dual algorithms for LCP ⋮ An empirical evaluation of walk-and-round heuristics for mixed integer linear programs ⋮ Deriving potential functions via a symmetry principle for nonlinear equations ⋮ Performance enhancements for a generic conic interior point algorithm ⋮ Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems ⋮ SDPT3 — A Matlab software package for semidefinite programming, Version 1.3 ⋮ Interior Point Methods for Nonlinear Optimization ⋮ On the behavior of the homogeneous self-dual model for conic convex optimization ⋮ Implementation of interior point methods for mixed semidefinite and second order cone optimization problems ⋮ Computational experience with a modified potential reduction algorithm for linear programming ⋮ On implementation of a self-dual embedding method for convex programming ⋮ Advances in the simulation of viscoplastic fluid flows using interior-point methods ⋮ Design and implementation of a modular interior-point solver for linear optimization ⋮ Approximate Farkas lemmas and stopping rules for iterative infeasible-point algorithms for linear programming ⋮ An ADMM-based interior-point method for large-scale linear programming ⋮ A primal-dual decomposition algorithm for multistage stochastic convex programming ⋮ Interior-point methods for linear programming: a review ⋮ Active-set prediction for interior point methods using controlled perturbations

Uses Software

• HOPDM
• NETLIB LP Test Set

Cites Work

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• A primal-dual infeasible-interior-point algorithm for linear programming
• Finding an interior point in the optimal face of linear programs
• Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming
• On the Implementation of a Primal-Dual Interior Point Method
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
• A Surface of Analytic Centers and Primal-Dual Infeasible-Interior-Point Algorithms for Linear Programming

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