83 search results - page 1 / 17 » Warm-Start Strategies in Interior-Point Methods for Linear P... |
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...
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...
AOR
2006
13 years 4 months ago
2006
In this paper we briefly review the importance of LP (linear programming), and Dantzig's main contributions to OR (Operations Research), mathematics, and computer science. In...
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...
CDC
2010
IEEE
12 years 11 months ago
2010
IEEE
Interior point methods (IPMs) have proven to be an efficient way of solving quadratic programming problems in predictive control. A linear system of equations needs to be solved in...