Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/336852
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dc.contributor.CRUESPUNIVERSIDADE ESTADUAL DE CAMPINASpt_BR
dc.contributor.authorunicampSantos, Luiz Rafael dos-
dc.contributor.authorunicampVillas-Bôas, Fernando Rocha-
dc.contributor.authorunicampOliveira, Aurelio Ribeiro Leite de-
dc.contributor.authorunicampPerin Filho, Clovis-
dc.typeArtigopt_BR
dc.titleOptimized choice of parameters in interior-point methods for linear programmingpt_BR
dc.contributor.authorSantos, Luiz-Rafael-
dc.contributor.authorVillas-Boas, Fernando-
dc.contributor.authorOliveira, Aurelio R. L.-
dc.contributor.authorPerin, Clovis-
dc.subjectProgramação linearpt_BR
dc.subject.otherlanguageLinear programmingpt_BR
dc.description.abstractIn this work, we propose a predictor-corrector interior point method for linear programming in a primal-dual context, where the next iterate is chosen by the minimization of a polynomial merit function of three variables: the first is the steplength, the second defines the central path and the third models the weight of a corrector direction. The merit function minimization is performed by restricting it to constraints defined by a neighborhood of the central path that allows wide steps. In this framework, we combine different directions, such as the predictor, the corrector and the centering directions, with the aim of producing a better one. The proposed method generalizes most of predictor-corrector interior point methods, depending on the choice of the variables described above. Convergence analysis of the method is carried out, considering an initial point that has a good practical performance, which results in Q-linear convergence of the iterates with polynomial complexity. Numerical experiments using the Netlib test set are made, which show that this approach is competitive when compared to well established solvers, such as PCxpt_BR
dc.relation.ispartofComputational optimization and applicationspt_BR
dc.publisher.cityNew York, NYpt_BR
dc.publisher.countryEstados Unidospt_BR
dc.publisherSpringerpt_BR
dc.date.issued2019-
dc.date.monthofcirculationJunept_BR
dc.language.isoengpt_BR
dc.description.issuenumber73pt_BR
dc.description.issuesupplement2pt_BR
dc.description.firstpage535pt_BR
dc.description.lastpage574pt_BR
dc.rightsFechadopt_BR
dc.sourceWOSpt_BR
dc.identifier.issn0926-6003pt_BR
dc.identifier.eissn1573-2894pt_BR
dc.identifier.doi10.1007/s10589-019-00079-9pt_BR
dc.identifier.urlhttps://link.springer.com/article/10.1007%2Fs10589-019-00079-9pt_BR
dc.description.sponsorshipCONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO - CNPQpt_BR
dc.description.sponsorshipFUNDAÇÃO DE AMPARO À PESQUISA DO ESTADO DE SÃO PAULO - FAPESPpt_BR
dc.description.sponsordocumentnumbersem informaçãopt_BR
dc.description.sponsordocumentnumber08/09685-8; 10/06822-4pt_BR
dc.date.available2020-03-18T19:44:37Z-
dc.date.accessioned2020-03-18T19:44:37Z-
dc.description.provenanceSubmitted by Cintia Oliveira de Moura (cintiaom@unicamp.br) on 2020-03-18T19:44:37Z No. of bitstreams: 0. Added 1 bitstream(s) on 2020-07-20T14:17:32Z : No. of bitstreams: 1 000465936300007.pdf: 655699 bytes, checksum: 417e6b68e811ade59d0fc468ee4b4d83 (MD5)en
dc.description.provenanceMade available in DSpace on 2020-03-18T19:44:37Z (GMT). No. of bitstreams: 0 Previous issue date: 2019en
dc.identifier.urihttp://repositorio.unicamp.br/jspui/handle/REPOSIP/336852-
dc.contributor.departmentsem informaçãopt_BR
dc.contributor.departmentsem informaçãopt_BR
dc.contributor.departmentDepartamento de Matemática Aplicadapt_BR
dc.contributor.departmentDepartamento de Matemática Aplicadapt_BR
dc.contributor.unidadeInstituto de Matemática, Estatística e Computação Científica, Estatística e Computação Aplicadapt_BR
dc.subject.keywordInfeasible interior point methodspt_BR
dc.subject.keywordOptimized choice of parameterspt_BR
dc.identifier.source465936300007pt_BR
dc.creator.orcidsem informaçãopt_BR
dc.creator.orcidsem informaçãopt_BR
dc.creator.orcid0000-0002-6471-4710pt_BR
dc.creator.orcidsem informaçãopt_BR
dc.type.formArtigo de Periódicopt_BR
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