Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension

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dc.citation.epage183en_US
dc.citation.issueNumber2en_US
dc.citation.spage151en_US
dc.citation.volumeNumber41en_US
dc.contributor.authorJohn, E.en_US
dc.contributor.authorYıldırım, E. A.en_US
dc.date.accessioned2016-02-08T10:07:18Z
dc.date.available2016-02-08T10:07:18Z
dc.date.issued2008en_US
dc.departmentDepartment of Industrial Engineeringen_US
dc.description.abstractWe implement several warm-start strategies in interior-point methods for linear programming (LP). We study the situation in which both the original LP instance and the perturbed one have exactly the same dimensions. We consider different types of perturbations of data components of the original instance and different sizes of each type of perturbation. We modify the state-of-the-art interior-point solver PCx in our implementation. We evaluate the effectiveness of each warm-start strategy based on the number of iterations and the computation time in comparison with "cold start" on the NETLIB test suite. Our experiments reveal that each of the warm-start strategies leads to a reduction in the number of interior-point iterations especially for smaller perturbations and for perturbations of fewer data components in comparison with cold start. On the other hand, only one of the warm-start strategies exhibits better performance than cold start in terms of computation time. Based on the insight gained from the computational results, we discuss several potential improvements to enhance the performances of such warm-start strategies.en_US
dc.identifier.doi10.1007/s10589-007-9096-yen_US
dc.identifier.eissn1573-2894
dc.identifier.issn0926-6003
dc.identifier.urihttp://hdl.handle.net/11693/22978
dc.language.isoEnglishen_US
dc.publisherSpringeren_US
dc.relation.isversionofhttp://dx.doi.org/10.1007/s10589-007-9096-yen_US
dc.source.titleComputational Optimization and Applicationsen_US
dc.subjectInterior-point methodsen_US
dc.subjectLinear programmingen_US
dc.subjectReoptimizationen_US
dc.subjectWarm-start strategiesen_US
dc.titleImplementation of warm-start strategies in interior-point methods for linear programming in fixed dimensionen_US
dc.typeArticleen_US
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