A New Class of Polynomial Primal-Dual Methods for Linear and Semidefinite Optimization

  • Cornelis Roos
  • J Peng
  • Tamás Terlaky
    • Categories Linear, Cone and Semidefinite Programming Tags , ,

    We propose a new class of primal-dual methods for linear optimization (LO). By using some new analysis tools, we prove that the large update method for LO based on the new search direction has a polynomial complexity $O\br{n^{\frac{4}{4+\rho}}\log\frac{n}{\e}}$ iterations where $\rho\in [0,2]$ is a parameter used in the system defining the search direction. If $\rho=0$, … Read more

    Optimization as an Internet Resource

  • Robert Fourer
  • Jean-Pierre Goux
    • Categories Optimization Software and Modeling Systems Tags , , , , , , ,

    The rise of e-commerce promises particularly great benefits for the practice of large-scale optimization, advice and remote access to software for solving optimization problems. A variety of client programs are helping to increase the scope and convenience of these tools. More sophisticated application service providers will further disseminate optimization modeling environments and solvers, making their … Read more