Corvinus
Corvinus

A new long-step interior point algorithm for linear programming based on the algebraic equivalent transformation

E. Nagy, Marianna and Varga, Anita (2021) A new long-step interior point algorithm for linear programming based on the algebraic equivalent transformation. Working Paper. Corvinus University of Budapest, Budapest.

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Abstract

In this paper, we investigate a new primal-dual long-step interior point algorithm for linear optimization. Based on the step-size, interior point algorithms can be divided into two main groups, short-step and long-step methods. In practice, long-step variants perform better, but usually, a better theoretical complexity can be achieved for the short-step methods. One of the exceptions is the large-update algorithm of Ai and Zhang. The new wide neighbourhood and the main characteristics of the presented algorithm are based on their approach. In addition, we use the algebraic equivalent transformation technique by Darvay to determine the search directions of the method.

Item Type:Monograph (Working Paper)
Series Name:Corvinus Economics Working Papers - CEWP
Series Number / Identification Number:2021/06
Uncontrolled Keywords:Mathematical programming; Linear optimization; Interior point algorithms; Algebraic equivalent transformation technique
JEL classification:C61 - Optimization Techniques; Programming Models; Dynamic Analysis
Subjects:Mathematics, Econometrics
Projects:OTKA NKFIH 125700, BME IE-MI-FM TKP2020
ID Code:6771
Deposited By: Ádám Hoffmann
Deposited On:09 Sep 2021 11:00
Last Modified:09 Sep 2021 11:00

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