Iteração continuada aplicada ao método de pontos interiores / Continued iteration applied to interior points method

AUTOR(ES)
FONTE

IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia

DATA DE PUBLICAÇÃO

02/04/2012

RESUMO

Interior point methods have been widely used in the solution of large linear programming problems. The predictor corrector method, among ali interior point variants, is one of mostly used due to its efficiency and convergence properties. This method needs the solution of two linear systems to determine the predictor corrector direction, in each iteration. Solving such systems corresponds to the step which requires more processing time. Therefore, it should be done efficiently. The most common approach to solve the linear systems is the Cholesky factorization, demanding in each iteration a high computacional effort. Thus, in search of effort reduction, in particular, to reduce the iterations number continued iteration was developed. The continued iteration is a subsequent iteration performed after the predictor corrector direction is computed, where a new direction is calculated without need to of Cholesky refactorization. The numerical tests show that the continued iteration performs better in comparison with the preditor corretor method.

ASSUNTO(S)

métodos de pontos interiores programação linear métodos iterativos (matemática) interior point methods linear programming iterative methods (mathematics)

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