SOLVING A CLASS OF LP PROBLEMS WITH A PRIMAL-DUAL LOGARITHMIC BARRIER METHOD

被引：5

作者：

GONDZIO, J

MAKOWSKI, M

机构：

[1] INT INST APPL SYST ANAL,A-2361 LAXENBURG,AUSTRIA

[2] POLISH ACAD SCI,SYST RES INST,PL-01447 WARSAW,POLAND

来源：

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1995年 / 80卷 / 01期

关键词：

LINEAR PROGRAMMING; PRIMAL-DUAL METHOD; AGRICULTURE; APPLICATIONS;

D O I：

10.1016/0377-2217(93)E0323-P

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

Applying a higher order primal-dual logarithmic barrier method for solving large real-life linear programming problems is addressed in this paper. The efficiency of an interior point algorithm on these problems is compared with the one of the state-of-the-art simplex code MINOS version 5.3. Based on such experience, a wide class of LP problems is identified for which logarithmic barrier approach seems advantageous over the simplex one. Additionally, some practical rules for model builders are derived that should allow them to create problems that can easily be solved with logarithmic barrier algorithms.

引用

页码：184 / 192

页数：9