Now showing items 11-16 of 16
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 ...
A new class of preconditioners for large-scale linear systems from interior-point methods for linear programming
A new class of preconditioners for the iterative solution of the linear systems arising from interior point methods is proposed. For many of these methods, the linear systems come from applying Newton's method on the ...
The solution of a class of limited diversification portfolio selection problems
A branch-and-bound algorithm for the solution of a class of mixed-integer nonlinear programming problems arising from the field of investment portfolio selection is presented. The problems in this class are characterized ...
Trust-region interior-point algorithms for a class of nonlinear programming problems
This thesis introduces and analyzes a family of trust-region interior-point (TRIP) reduced sequential quadratic programming (SQP) algorithms for the solution of minimization problems with nonlinear equality constraints and ...
Nonlinear multicriteria optimization and robust optimality
This dissertation attempts to address two important problems in systems engineering, namely, multicriteria optimization and robustness optimization. In fields ranging from engineering to the social sciences designers are ...
Effective finite termination procedures in interior-point methods for linear programming
Due to the structure of the solution set, an exact solution to a linear program cannot be computed by an interior-point algorithm without adding features, such as finite termination procedures, to the algorithm. Finite ...