15 search results - page 1 / 3 » On Warm Starts for Interior Methods |
IFIP
2005
Springer
13 years 10 months ago
2005
Springer
An appealing feature of interior methods for linear programming is that the number of iterations required to solve a problem tends to be relatively insensitive to the choice of in...
SIAMJO
2002
13 years 4 months ago
2002
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 perturbe...
SIAMJO
2010
12 years 11 months ago
2010
In this paper, a primal dual method for general possible nonconvex nonlinear optimization problems is considered. The method is an exterior point type method which means that it p...
MP
1998
13 years 4 months ago
1998
A practical warm-start procedure is described for the infeasible primal-dualinterior-point method employed to solve the restricted master problem within the cutting-plane method. ...
STOC
2009
ACM
14 years 5 months ago
2009
ACM
Let K be a polytope in Rn defined by m linear inequalities. We give a new Markov Chain algorithm to draw a nearly uniform sample from K. The underlying Markov Chain is the first t...