Orbital Crossover

Symmetry in optimization has been known to wreak havoc in optimization algorithms. Often, some of the hardest instances are highly symmetric. This is not the case in linear programming, as symmetry allows one to reduce the size of the problem, possibly dramatically, while still maintaining the same optimal objective value. This is done by aggregating … Read more

Implementation of an Interior Point Method with Basis Preconditioning

The implementation of a linear programming interior point solver is described that is based on iterative linear algebra. The linear systems are preconditioned by a basis matrix, which is updated from one interior point iteration to the next to bound the entries in a certain tableau matrix. The update scheme is based on simplex-type pivot … Read more