Técnicas computacionais para a implementação eficiente e estável de métodos tipo simplex / Computational techniques for an efficient and stable implemantation of simplex-type methods

AUTOR(ES)

Pedro Augusto Munari Junior

DATA DE PUBLICAÇÃO

2009

RESUMO

Simplex-type methods are the basis of the main linear optimization solvers. The straightforward implementation of these methods as they are presented in theory yield unexpected results in solving reallife large-scale problems. Hence, it is essencial to use suitable computational techniques for an efficient and stable implementation. In this thesis, we address the main techniques focusing on those which aim for numerical stability of the method: use of tolerances, stable ratio test, scaling and representation of the basis matrix. For the latter topic, we present two techniques, the Product Form of Inverse and the LU decomposition. The Netlib problems are solved using the approaches addressed and the results are analyzed

ASSUNTO(S)

métodos tipo simplex esparsidade lu decomposition mudança de escala decomposição lu scaling sparsity simplex type methods

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