Active-set prediction for interior point methods using controlled perturbations
We propose the use of controlled perturbations to address the challenging question of optimal active-set prediction for interior point methods. Namely, in the context of linear programming, we consider perturbing the inequality constraints/bounds so as to enlarge the feasible set. We show that if th...
| Главные авторы: | , |
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| Формат: | Journal article |
| Опубликовано: |
Springer Verlag
2016
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