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Criss-Cross Methods: A Fresh View on Pivot Algorithms
- Mathematical Programming
, 1997
"... this paper is to present mathematical ideas and ..."
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 simplex--b ..."
Abstract
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Cited by 4 (3 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 simplex--based 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...
The Finite Criss-Cross Method for Hyperbolic Programming
- Informatica, Technische Universiteit Delft, The Netherlands
, 1996
"... In this paper the finite criss-cross method is generalized to solve hyperbolic programming problems. Just as in the case of linear or quadratic programming the criss-cross method can be initialized with any, not necessarily feasible basic solution. Finiteness of the procedure is proved under the ..."
Abstract
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In this paper the finite criss-cross method is generalized to solve hyperbolic programming problems. Just as in the case of linear or quadratic programming the criss-cross method can be initialized with any, not necessarily feasible basic solution. Finiteness of the procedure is proved under the usual mild assumptions. Some small numerical examples illustrate the main features of the algorithm. Key words: hyperbolic programming, pivoting, criss-cross method iii 1 Introduction The hyperbolic (fractional linear) programming problem is a natural generalization of the linear programming problem. The linear constraints are kept, but the linear objective function is replaced by a quotient of two linear functions. Such fractional linear objective functions arise in economical models when the goal is to optimize profit/allocation type functions (see for instance [12]). The objective function of the hyperbolic programming problem is neither linear nor convex, however there are several ...
LEAST-INDEX ANTI-CYCLING RULES, LindAcR
, 1998
"... this paper. leastindex rules were designed for network flow problems, linear optimization problems, linear complementarity problems and oriented matroid programming problems. These classes will be considered in the sequel. ..."
Abstract
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this paper. leastindex rules were designed for network flow problems, linear optimization problems, linear complementarity problems and oriented matroid programming problems. These classes will be considered in the sequel.

