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An Implementation of a Revised Karmarkar's Method
https://grips.repo.nii.ac.jp/records/1367
https://grips.repo.nii.ac.jp/records/13677dd7ad3b-e2ac-4f84-a8ae-4333e414c96c
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
87-B-4.pdf (316.8 kB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||||
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| 公開日 | 2016-04-13 | |||||||
| タイトル | ||||||||
| タイトル | An Implementation of a Revised Karmarkar's Method | |||||||
| 言語 | en | |||||||
| 言語 | ||||||||
| 言語 | eng | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | Linear programming | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | logarithmic barrier function | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | interior point method | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | Karmarkar's algorithm | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | LU-factorization | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | sparse basis | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | reduced gradient | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | conjugate gradient method | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | implementation | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | numerical example | |||||||
| 資源タイプ | ||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||
| 資源タイプ | departmental bulletin paper | |||||||
| 著者 |
TONE, Kaoru
× TONE, Kaoru
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| 著者別名 | ||||||||
| 識別子Scheme | WEKO | |||||||
| 識別子 | 7858 | |||||||
| 姓名 | 刀根, 薫 | |||||||
| 言語 | ja | |||||||
| 抄録 | ||||||||
| 内容記述タイプ | Abstract | |||||||
| 内容記述 | We will show a variant of the Karmarkar's algorithm for LPs with sparse matrices. We deal with the standard form LP. Starting from an initial interior point, one interation of our method consists of choice of a basis, factorization of the basis, optimality test, reduced gradient, conjugate gradient method and determination of the next point of iterate. A combination of the reduced gradient and the conjugate gradient method is used for generating the steepest descent direction of the transformed objective function. Bases which are maintained and updated throughout the iterations are effectively utilized. As a basis, we choose the linearly independent columns of the coefficient matrix corresponding to the decreasing order of the variables. The basis is then factorized in the LU-form which is used in the computations throughout the iteration. Preliminary numerical experiments will be reported. Emphasis is laid on the implementational issues of the sparse basis. | |||||||
| 書誌情報 |
en : Institute for Policy Science research report. B 巻 87, 号 B-4, 発行日 1987-03-25 |
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| 出版者 | ||||||||
| 出版者 | Technology Policy Science, Saitama Univ | |||||||
| 言語 | en | |||||||
| 著者版フラグ | ||||||||
| 出版タイプ | AM | |||||||
| 出版タイプResource | http://purl.org/coar/version/c_ab4af688f83e57aa | |||||||
| 著者情報 | ||||||||
| 表示名 | https://www.grips.ac.jp/list/facultyinfo/tone_kaoru/ | |||||||
| URL | https://www.grips.ac.jp/list/facultyinfo/tone_kaoru/ | |||||||
