Now showing items 1-3 of 3
Implementation of multiple-corrections and presolve enhancement in the interior-point linear programming code LIPSOL
Multiple correction was introduced by Gondzio (5) to accelerate the convergence of iterates generated by primal-dual interior-point algorithms for linear programming. In this work, we implement the multiple correction ...
Automatic differentiation: Overview and application to systems of parameterized nonlinear equations
Automatic Differentiation is a computational technique that allows the evaluation of derivatives of functions defined by computer programs. Derivatives are calculated by applying the chain rule of differential calculus to ...
Very large-scale linear programming: A case study in exploiting both parallelism and distributed memory
There has been limited success with parallel implementations of both the simplex method and interior point methods for solving real-world linear programs. Experience with a parallel implementation of CPLEX, a state of the ...