Journal article
An exact primal–dual penalty method approach to warmstarting interior-point methods for linear programming
Computational optimization and applications, v 38(3), pp 371-399
Dec 2007
Abstract
One perceived deficiency of interior-point methods in comparison to active set methods is their inability to efficiently re-optimize by solving closely related problems after a warmstart. In this paper, we investigate the use of a primal–dual penalty approach to overcome this problem. We prove exactness and convergence and show encouraging numerical results on a set of linear and mixed integer programming problems.
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Details
- Title
- An exact primal–dual penalty method approach to warmstarting interior-point methods for linear programming
- Creators
- Hande Benson - Drexel University Philadelphia PA USADavid Shanno - RUTCOR Rutgers University New Brunswick NJ USA
- Publication Details
- Computational optimization and applications, v 38(3), pp 371-399
- Publisher
- Springer US; Boston
- Resource Type
- Journal article
- Language
- English
- Academic Unit
- Decision Sciences (and Management Information Systems)
- Web of Science ID
- WOS:000250880200005
- Scopus ID
- 2-s2.0-36148998705
- Other Identifier
- 991014878630504721
InCites Highlights
Data related to this publication, from InCites Benchmarking & Analytics tool:
- Collaboration types
- Domestic collaboration
- Web of Science research areas
- Mathematics, Applied
- Operations Research & Management Science