- Abstract:
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We propose the use of controlled perturbations to address the challenging question of optimal active-set prediction for interior point methods. Namely, in the context of linear programming, we consider perturbing the inequality constraints/bounds so as to enlarge the feasible set. We show that if the perturbations are chosen appropriately, the solution of the original problem lies on or close to the central path of the perturbed problem. We also find that a primal-dual path-following algorith...
Expand abstract - Publication status:
- Published
- Peer review status:
- Peer reviewed
- Version:
- Accepted manuscript
- Files:
-
-
(pdf, 1.1MB)
-
- Publisher copy:
- 10.1007/s10589-015-9791-z
-
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- Publisher:
- Springer Verlag Publisher's website
- Journal:
- Computational Optimization and Applications Journal website
- Volume:
- 63
- Issue:
- 3
- Pages:
- 639-684
- Publication date:
- 2016-01-19
- Acceptance date:
- 2015-09-14
- DOI:
- EISSN:
-
1573-2894
- ISSN:
-
0926-6003
- Pubs id:
-
pubs:629952
- URN:
-
uri:9128efa4-2ef3-49fb-b3cb-12064d59ae2a
- UUID:
-
uuid:9128efa4-2ef3-49fb-b3cb-12064d59ae2a
- Local pid:
- pubs:629952
- Paper number:
- 3
- Copyright holder:
- © Springer Science+Business Media New York 2016
- Copyright date:
- 2016
- Notes:
- This is the author accepted manuscript following peer review version of the article. The final version is available online from Springer Verlag at: 10.1007/s10589-015-9791-z
Journal article
Active-set prediction for interior point methods using controlled perturbations
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