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Combining interiorpoint and pivoting algorithms for
 Linear Programming”, Management Science
, 1996
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Degeneracy in Interior Point Methods for Linear Programming
, 1991
"... ... In this paper, we survey the various theoretical and practical issues related to degeneracy in IPM's for linear programming. We survey results which for the most part already appeared in the literature. Roughly speaking, we shall deal with four topics: the effect of degeneracy on the conver ..."
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Cited by 9 (1 self)
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... In this paper, we survey the various theoretical and practical issues related to degeneracy in IPM's for linear programming. We survey results which for the most part already appeared in the literature. Roughly speaking, we shall deal with four topics: the effect of degeneracy on the convergence of IPM's, on the trajectories followed by the algorithms, the effect of degeneracy in numerical performance, and on finding basic solutions.
A Survey on Pivot Rules for Linear Programming
 ANNALS OF OPERATIONS RESEARCH. (SUBMITTED
, 1991
"... The purpose of this paper is to survey the various pivot rules of the simplex method or its variants that have been developed in the last two decades, starting from the appearance of the minimal index rule of Bland. We are mainly concerned with the finiteness property of simplex type pivot rules. Th ..."
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Cited by 9 (1 self)
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The purpose of this paper is to survey the various pivot rules of the simplex method or its variants that have been developed in the last two decades, starting from the appearance of the minimal index rule of Bland. We are mainly concerned with the finiteness property of simplex type pivot rules. There are some other important topics in linear programming, e.g. complexity theory or implementations, that are not included in the scope of this paper. We do not discuss ellipsoid methods nor interior point methods. Well known classical results concerning the simplex method are also not particularly discussed in this survey, but the connection between the new methods and the classical ones are discussed if there is any. In this paper we discuss three classes of recently developed pivot rules for linear programming. The first class (the largest one) of the pivot rules we discuss is the class of essentially combinatorial pivot rules. Namely these rules only use labeling and signs of the variab...
On Exploiting Problem Structure in a Basis Identification Procedure for Linear Programming
 In: INFORMS Journal on Computing
, 1997
"... During the last decade interiorpoint methods have become an efficient alternative to the simplex algorithm for solution of largescale linear programming (LP) problems. However, in many practical applications of LP, interiorpoint methods have the drawback that they do not generate an optimal basic ..."
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Cited by 6 (0 self)
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During the last decade interiorpoint methods have become an efficient alternative to the simplex algorithm for solution of largescale linear programming (LP) problems. However, in many practical applications of LP, interiorpoint methods have the drawback that they do not generate an optimal basic and nonbasic partition of the variables. This partition is required in the traditional sensitivity analysis and is highly useful when a sequence of related LP problems are solved. Therefore, in this paper we discuss how an optimal basic solution can be generated from the interiorpoint solution. The emphasis of the paper is on how problem structure can be exploited to reduce the computational cost associated with the basis identification. Computational results are presented which indicate that it is highly advantageous to exploit problem structure. Key words: Linear programming, interiorpoint methods, basis identification. 1 Introduction Since the late forties the simplex algorithm has be...
Basis and Tripartition Identification for Quadratic Programming and Linear Complementarity Problems  From an interior solution to an optimal basis and viceversa
, 1996
"... Optimal solutions of interior point algorithms for linear and quadratic programming and linear complementarity problems provide maximal complementary solutions. Maximal complementary solutions can be characterized by optimal (tri)partitions. On the other hand, the solutions provided by simplexb ..."
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Cited by 3 (2 self)
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Optimal solutions of interior point algorithms for linear and quadratic programming and linear complementarity problems provide maximal complementary solutions. Maximal complementary solutions can be characterized by optimal (tri)partitions. On the other hand, the solutions provided by simplexbased pivot algorithms are given in terms of complementary bases. A basis identification algorithm is an algorithm which generates a complementary basis, starting from any complementary solution. A tripartition identification algorithm is an algorithm which generates a maximal complementary solution (and its corresponding tripartition), starting from any complementary solution. In linear programming such algorithms were respectively proposed by Megiddo in 1991 and Balinski and Tucker in 1969. In this paper we will present identification algorithms for quadratic programming and linear complementarity problems with sufficient matrices. The presented algorithms are based on the principal...
New Convex Relaxations for the Maximum Cut . . .
, 2001
"... It is well known that many of the optimization problems which arise in applications are “hard”, which usually means that they are NPhard. Hence much research has been devoted to finding “good” relaxations for these hard problems. Usually a “good” relaxation is one which can be solved (either exac ..."
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It is well known that many of the optimization problems which arise in applications are “hard”, which usually means that they are NPhard. Hence much research has been devoted to finding “good” relaxations for these hard problems. Usually a “good” relaxation is one which can be solved (either exactly or within a prescribed numerical tolerance) in polynomialtime. Nesterov and Nemirovskii showed that by this criterion, many convex optimization problems are good relaxations. This thesis presents new convex relaxations for two such hard problems, namely the MaximumCut (MaxCut) problem and the VLSI (Very Large Scale Integration of electronic circuits) layout problem. We derive and study the properties of two new strengthened semidefinite pro