Solving Reduced KKT Systems in Barrier Methods for Linear and Quadratic Programming PDF Download

Author: Stanford University. Engineering-Economic Systems and Operations Research Department. Systems Optimization Laboratory
Publisher:
ISBN:
Category : Linear programming
Languages : en
Pages : 16

View

Book Description
Abstract: "We discuss methods for solving the key linear equations within primal-dual barrier methods for linear and quadratic programming. Following Freund and Jarre, we explore methods for reducing the Newton equations to 2 X 2 block systems (KKT systems) in a stable manner. Some methods require partitioning the variables into two or more parts, but a simpler approach is derived and recommended. To justify symmetrizing the KKT systems, we assume the use of a sparse solver whose numerical properties are independent of row and column scaling. In particular, we regularize the problem and use indefinite Cholesky-type factorizations. An implementation within OSL is tested on the larger NETLIB examples."

Author: Stanford University. Department of Operations Research. Systems Optimization Laboratory
Publisher:
ISBN:
Category :
Languages : en
Pages : 34

View

Book Description

Author: Stanford University. Engineering-Economic Systems and Operations Research Department. Systems Optimization Laboratory
Publisher:
ISBN:
Category : Linear programming
Languages : en
Pages : 18

View

Book Description
Abstract: "We discuss methods for solving the key linear equations (KKT systems) within primal-dual barrier methods for linear programming. To allow sparse indefinite Cholesky-type factorizations of the KKT systems, we perturb the problem slightly. Perturbations improve the stability of the Cholesky factorizations, but affect the efficiency of the cross-over to simplex (to obtain a basic solution to the original problem). We explore these effects by running OSL on the larger Netlib examples."

Author: Stanford University. Department of Operations Research. Systems Optimization Laboratory
Publisher:
ISBN:
Category :
Languages : en
Pages : 142

View

Book Description

Author:
Publisher: Stanford University
ISBN:
Category :
Languages : en
Pages : 128

View

Book Description

Author: Daniel P. Palomar
Publisher: Cambridge University Press
ISBN: 0521762227
Category : Computers
Languages : en
Pages : 513

View

Book Description
Leading experts provide the theoretical underpinnings of the subject plus tutorials on a wide range of applications, from automatic code generation to robust broadband beamforming. Emphasis on cutting-edge research and formulating problems in convex form make this an ideal textbook for advanced graduate courses and a useful self-study guide.

Author: Christodoulos A. Floudas
Publisher: Springer Science & Business Media
ISBN: 0387747583
Category : Mathematics
Languages : en
Pages : 4646

View

Book Description
The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".

Author: D.F. Griffiths
Publisher: CRC Press
ISBN: 1000158055
Category : Mathematics
Languages : en
Pages : 293

View

Book Description
This volume contains invited papers presented at the 15th Dundee Biennial Conference on Numerical Analysis held at the University of Dundee in June of 1993. The Dundee Conferences are important events in the numerical analysis calendar, and the papers published here represent accounts of recent research work by leading numerical analysts covering a wide range of fields of interest. The book is a valuable guide to the direction of current research in many areas of numerical analysis. It will be of particular interest to graduate students and research workers concerned with the theory and application of numerical methods for solving ordinary and partial differential equations.

Author:
Publisher:
ISBN:
Category : Mathematical analysis
Languages : en
Pages : 494

View

Book Description
Contains research articles on linear algebra with emphasis on applications and numerical procedures. These applications include such areas as Markov chains, networks, signal processing, systems and control theory, mathematical programming, economic and biological modeling, and statistics and operations research.

Author:
Publisher: Elsevier
ISBN: 0444538038
Category : Science
Languages : en
Pages : 5604

View

Book Description
Treatise on Geophysics, Second Edition, is a comprehensive and in-depth study of the physics of the Earth beyond what any geophysics text has provided previously. Thoroughly revised and updated, it provides fundamental and state-of-the-art discussion of all aspects of geophysics. A highlight of the second edition is a new volume on Near Surface Geophysics that discusses the role of geophysics in the exploitation and conservation of natural resources and the assessment of degradation of natural systems by pollution. Additional features include new material in the Planets and Moon, Mantle Dynamics, Core Dynamics, Crustal and Lithosphere Dynamics, Evolution of the Earth, and Geodesy volumes. New material is also presented on the uses of Earth gravity measurements. This title is essential for professionals, researchers, professors, and advanced undergraduate and graduate students in the fields of Geophysics and Earth system science. Comprehensive and detailed coverage of all aspects of geophysics Fundamental and state-of-the-art discussions of all research topics Integration of topics into a coherent whole