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SIAMJO
2002

Warm-Start Strategies in Interior-Point Methods for Linear Programming

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Warm-Start Strategies in Interior-Point Methods for Linear Programming
Abstract. We study the situation in which, having solved a linear program with an interiorpoint method, we are presented with a new problem instance whose data is slightly perturbed from the original. We describe strategies for recovering a warm-start" point for the perturbed problem instance from the iterates of the original problem instance. We obtain worst-case estimates of the numberof iterationsrequiredto convergeto a solutionof the perturbedinstancefrom the warm-start points, showing that these estimates depend on the size of the perturbation and on the conditioning and other properties of the problem instances.
E. Alper Yildirim, Stephen J. Wright
Added 23 Dec 2010
Updated 23 Dec 2010
Type Journal
Year 2002
Where SIAMJO
Authors E. Alper Yildirim, Stephen J. Wright
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