Resolução de problemas de programação linear por partes via algoritmos de pontos interiores

AUTOR(ES)
DATA DE PUBLICAÇÃO

1997

RESUMO

The objective of this work is the development of an interior point algorithm for a piecewise linear programming problem (PLP). In contrast to the most papers which prefer to transform a PLP in a linear programming problem (LP) and then take advantage of a specific structure now created or considering the problem as an extension of the linear programming problem, using now a piecewise linear simplex algorithm. The PLP will be considered as a problem of non-linear programming and in this context will be proposed an algorithm of interior point in order to solve it. The proposed algorithm is applied to problems, with some of them constructed using examples from NetLib. Before the main algorithm, a review of several interior point methods is presented, under an unified point of view. A review of this nature gives a small contribution when the primal algorithm for bounded linear problems is presented. The piecewise linear simplex method is then developed

ASSUNTO(S)

otimização matematica programação não-linear programação linear

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