A stable primal–dual approach for linear programming under nondegeneracy assumptions

2007 ◽  
Vol 44 (2) ◽  
pp. 213-247 ◽  
Author(s):  
Maria Gonzalez-Lima ◽  
Hua Wei ◽  
Henry Wolkowicz
Keyword(s):  
Linear Programming ◽  
Dual Approach ◽  
Primal Dual

scholarly journals The value of being socially responsible: A primal-dual approach

2019 ◽  
Vol 276 (3) ◽  
pp. 1090-1103 ◽  
Author(s):  
Daniela Puggioni ◽  
Spiro E. Stefanou
Keyword(s):  
Socially Responsible ◽  
Dual Approach ◽  
Primal Dual

Fuzzy Heuristics for Sequential Linear Programming

1998 ◽  
Vol 120 (1) ◽  
pp. 17-23 ◽  
Author(s):  
E. L. Mulkay ◽  
S. S. Rao
Keyword(s):  
Fuzzy Logic ◽  
Linear Programming ◽  
Path Following ◽  
Human Observer ◽  
Sequential Linear Programming ◽  
Algorithm Performance ◽  
Primal Dual ◽  
Improve Algorithm ◽  
Range Of Values ◽  
Better Than

Numerical implementations of optimization algorithms often use parameters whose values are not strictly determined by the derivation of the algorithm, but must fall in some appropriate range of values. This work describes how fuzzy logic can be used to “control” such parameters to improve algorithm performance. This concept is shown with the use of sequential linear programming (SLP) due to its simplicity in implementation. The algorithm presented in this paper implements heuristics to improve the behavior of SLP based on current iterate values of design constraints and changes in search direction. Fuzzy logic is used to implement the heuristics in a form similar to what a human observer would do. An efficient algorithm, known as the infeasible primal-dual path-following interior-point method, is used for solving the sequence of LP problems. Four numerical examples are presented to show that the proposed SLP algorithm consistently performs better than the standard SLP algorithm.

scholarly journals An Improved Decomposition Approach and its Computational Technique for Analyzing Primal-Dual Relationship in LP & LFP Problems

2014 ◽  
Vol 33 ◽  
pp. 65-75
Author(s):  
HK Das ◽  
M Babul Hasan
Keyword(s):  
Computational Technique ◽  
Dual Decomposition ◽  
Linear Fractional Programming ◽  
Decomposition Approach ◽  
Dual Approach ◽  
Numerical Examples ◽  
Primal Dual ◽  
Primal And Dual ◽  
Relationship Of ◽  
The Relationship

In this paper, we study the methodology of primal dual solutions in Linear Programming (LP) & Linear Fractional Programming (LFP) problems. A comparative study is also made on different duals of LP & LFP. We then develop an improved decomposition approach for showing the relationship of primal and dual approach of LP & LFP problems by giving algorithm. Numerical examples are given to demonstrate our method. A computer programming code is also developed for showing primal and dual decomposition approach of LP & LFP with proper instructions using AMPL. Finally, we have drawn a conclusion stating the privilege of our method of computation. GANIT J. Bangladesh Math. Soc. Vol. 33 (2013) 65-75 DOI: http://dx.doi.org/10.3329/ganit.v33i0.17660

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