WEKO3
アイテム
An Active-Set Strategy in Interior Point Method for Linear Programming
https://grips.repo.nii.ac.jp/records/1374
https://grips.repo.nii.ac.jp/records/137434cb934d-22fd-4616-84c0-056fa580c5b0
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
90-B-4.pdf (428.0 kB)
|
|
| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||||
|---|---|---|---|---|---|---|---|---|
| 公開日 | 2016-04-13 | |||||||
| タイトル | ||||||||
| タイトル | An Active-Set Strategy in Interior Point Method for Linear Programming | |||||||
| 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 | interior point method | |||||||
| キーワード | ||||||||
| 主題Scheme | Other | |||||||
| 主題 | active set strategy | |||||||
| 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
|
|||||||
| 著者別名 | ||||||||
| 識別子Scheme | WEKO | |||||||
| 識別子 | 7909 | |||||||
| 姓名 | 刀根, 薫 | |||||||
| 言語 | ja | |||||||
| 抄録 | ||||||||
| 内容記述タイプ | Abstract | |||||||
| 内容記述 | We will present a potential reduction method for linear programming where only the constraints with relatively small dual slacks -active constraints- will be taken into account to form the ellipsoid constraint at each iteration of the process. The algorithm converges to the optimal feasible solution in O( √nL) iterations with the same polynomial bound with the full constraints case, where n is the number of variables and L is the data length. If a small portion of the constraints is active near the optimal solution, the computational cost to find the next direction of movement in one iteration will be fairly reduced by the proposed strategy. As a special case of this strategy, we will show that the interior point method can be managed by the basis factorization techniques of the simplex method coupled with a sequence of rank-one changes to matrices. | |||||||
| 内容記述 | ||||||||
| 内容記述タイプ | Other | |||||||
| 内容記述 | This research was partially done in June 1990 while the author was visiting Department of Mathematics, University of Pisa. | |||||||
| 書誌情報 |
en : Institute for Policy Science research report. B 巻 90, 号 B-4, 発行日 1991-01-04 |
|||||||
| 出版者 | ||||||||
| 出版者 | Technology Policy Science, Saitama Univ | |||||||
| 言語 | en | |||||||
| 関連サイト | ||||||||
| 関連タイプ | isVersionOf | |||||||
| 識別子タイプ | DOI | |||||||
| 関連識別子 | https://doi.org/10.1007/BF01581252 | |||||||
| 関連名称 | https://doi.org/10.1007/BF01581252 | |||||||
| 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 | |||||||
| 注記 | ||||||||
| 値 | The final publication: Kaoru Tone "An active-set strategy in an interior point method for linear programming" Mathematical Programming, March 1993, Volume 59, Issue 1, pp 345-36 (DOI: 10.1007/BF01581252) | |||||||
| 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/ | |||||||
