Primal and dual multi-objective linear programming algorithms for linear multiplicative programmes. Optimization 65 (2), 415-431.Shao L, Ehrgott M (2016) Primal and dual multi-objective linear programming algorithms for linear multiplica- tive programmes. Optimization 65(2):415-431....
In particular, convergence is established for a primal—dual algorithm that allows a different step in the primal and dual variables and does not require primal and dual feasibility.Finally, a new method for treating free variables is proposed. 展开 关键词: Linear programming Barrier methods ...
linear programmingsemi-infinite programmingWe analyse the primal-dual states in linear semi-infinite programming (LSIP), where we consider the primal problem and the so called Haar's dual problem. Any linear programming problem and its dual can be classified as bounded, unbounded or inconsistent, ...
The purpose of this paper is to present a new approach for solving linear programming, which has some interesting theoretical properties. In each step of the iteration, we trace a direction completely different from primal simplex method, dual simplex method, primal-dual method and interior point ...
In this section we present primal-dual interior point methods for linear programming. 1 Linear Programming and Optimality Conditions In linear programming, the problem to solve in standard form is minimize c x T x subject to Ax = b x ≥ 0, (PP) where c, x ∈ Rn, b ∈ Rm and A is...
primal—dual algorithmlinear programlarge stepglobal convergenceThis chapter presents an algorithm that works simultaneously on primal and dual linear programming problems and generates a sequence of pairs of their interior feasible solutions. Along the sequence generated, the duality gap converges to zero...
3) dual linear programming 对偶线性规划 1. A class of solution to dual linear programming problems; 对偶线性规划问题的一类解法 2. In this paper,using dual linear programming theory and complementary theorem of optimal solution of dual linear programming,a graphic solution for the linear ...
In 1984, the publication of a paper by Karmarkar started a wave of research into a new class of methods known as interior-point methods, and in the decade since then, primal-dual algorithms have emerged as the most important and useful algorithms from this class. On the theoretical side, ...
A Primal-Dual Interior Point Algorithm for Linear Programming This chapter presents an algorithm that works simultaneously on primal and dual linear programming problems and generates a sequence of pairs of their inte... M Kojima,S Mizuno,A Yoshise - 《Progress in Mathematical Programming Interior ...
(ii)Thedualofthedualproblemistheprimalproblem;(iii)Theweakdualitytheorem;(iv)Thestrongdualitytheorem.Therelationshipbetweenprimalandduallinearprogramshasimmensevaluebothfromatheoreticalandacomputationalpointofview.Duality •Fornonlinearprogramming,theLagrangemultipliersarethedualvariables.•IftheoptimalLagrange...