Implementation tricks of interior-point methods for large-scale linear programs

Yuan Yuan

doi:10.1117/12.913019

30 September 2011 Implementation tricks of interior-point methods for large-scale linear programs

Yuan Yuan

Proceedings Volume 8285, International Conference on Graphic and Image Processing (ICGIP 2011); 828502 (2011) https://doi.org/10.1117/12.913019
Event: 2011 International Conference on Graphic and Image Processing, 2011, Cairo, Egypt

Abstract

The modern era of interior-point methods (IPM) dates to 1984, when Karmarkar proposed his algorithm for linear programming. In the years since then, interior-point algorithm and software for linear problems have become quite sophisticated and gained extraordinary interest as an alternative to the sparse simplex based methods. In this paper, we introduce the infeasible primal-dual algorithm which is widely considered the most efficient general purpose IPM. Then many issues that are crucial for the efficient implementation of an interior-point algorithm are addressed in detail. To facilitate the understanding of different implementation strategies, some illustrative numerical results on a subset of problems from the Netlib collection are presented.

Citation Download Citation

Yuan Yuan "Implementation tricks of interior-point methods for large-scale linear programs", Proc. SPIE 8285, International Conference on Graphic and Image Processing (ICGIP 2011), 828502 (30 September 2011); https://doi.org/10.1117/12.913019

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