Thursday, 13:15 - 13:40 h, Room: H 0110


Aurelio Oliveira
Continued iteration and simple algorithms on interior point methods for linear programming

Coauthors: Lilian Berti, Carla Ghidini, Jair Silva


Continued iteration and simple algorithms are applied between interior point iterations to speed up convergence. In the continued iteration, interior point methods search directions are projected along the blocking constraint in order to continue the iteration. The process can be repeated
while the projected direction is a good one in some measure. In a similar fashion, a few iterations of simple algorithms can be applied to the current interior point. Numerical experiments show that the combining such approaches leads to promising results, reducing the total number of iterations for the interior point methods applied to linear programming problems.


Talk 1 of the contributed session Thu.2.H 0110
"Interior-point methods for linear programming" [...]
Cluster 16
"Nonlinear programming" [...]


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