A new finite continuation algorithm for linear programming

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dc.citation.epage616en_US
dc.citation.issueNumber3en_US
dc.citation.spage600en_US
dc.citation.volumeNumber6en_US
dc.contributor.authorMadsen, K.en_US
dc.contributor.authorNielsen, H. B.en_US
dc.contributor.authorPınar, M. Ç.en_US
dc.date.accessioned2019-02-12T06:46:26Z
dc.date.available2019-02-12T06:46:26Z
dc.date.issued1996en_US
dc.departmentDepartment of Industrial Engineeringen_US
dc.description.abstractWe describe a new finite continuation algorithm for linear programming. The dual of the linear programming problem with unit lower and upper bounds is formulated as an f\ minimization problem augmented with the addition of a linear term. This nondifferentiable problem is approximated by a smooth problem. It is shown that the minimizers of the smooth problem define a family of piecewise-linear paths as a function of a smoothing parameter. Based on this property, a finite algorithm that traces these paths to arrive at an optimal solution of the linear program is developed. The smooth problems are solved by a Newton-type algorithm. Preliminary numerical results indicate that the new algorithm is promising.en_US
dc.description.provenanceSubmitted by Evrim Ergin (eergin@bilkent.edu.tr) on 2019-02-12T06:46:26Z No. of bitstreams: 1 A_new_finite_continuation_algorithm_for_linear_programming.pdf: 1449803 bytes, checksum: 7e55115b20d8d57ffe4887c6f9865667 (MD5)en
dc.description.provenanceMade available in DSpace on 2019-02-12T06:46:26Z (GMT). No. of bitstreams: 1 A_new_finite_continuation_algorithm_for_linear_programming.pdf: 1449803 bytes, checksum: 7e55115b20d8d57ffe4887c6f9865667 (MD5) Previous issue date: 1996en
dc.identifier.doi10.1137/S1052623493258556en_US
dc.identifier.eissn1095-7189
dc.identifier.issn1052-6234
dc.identifier.urihttp://hdl.handle.net/11693/49284
dc.language.isoEnglishen_US
dc.publisherSociety for Industrial and Applied Mathematicsen_US
dc.relation.isversionofhttps://epubs.siam.org/doi/10.1137/S1052623493258556en_US
dc.source.titleSIAM Journal on Optimizationen_US
dc.subjectFinite algorithmsen_US
dc.subjectContinuation methodsen_US
dc.subjectLinear programmingen_US
dc.subject£1 optimizationen_US
dc.subjectHuber functionen_US
dc.subjectNewton's methoden_US
dc.titleA new finite continuation algorithm for linear programmingen_US
dc.typeArticleen_US

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