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Dal'nevostochnyi Matematicheskii Zhurnal, 2012, Volume 12, Number 2, Pages 160–170
(Mi dvmg237)
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This article is cited in 2 scientific papers (total in 2 papers)
On the Step Choice in Projection Algorithms for Large-Scale Linear Programming Problems
A. S. Velichko Institute for Automation and Control Processes, Far Eastern Branch of the Russian Academy of Sciences, Vladivostok
Abstract:
In order to solve large-scale linear programming problems the group of algorithms with projection of a point onto the set is considered.
Special method for selecting the initial approximation and the step-size parameters is given to reduce computational time.
Comparative analysis of the rates of convergence and running time of the algorithm with various step parameters is done for the special
large-scale test problem with randomly generated data.
Key words:
constrained optimization, linear programming, large-scale problem,
numerical method, projection algorithm.
Received: 23.09.2011
Citation:
A. S. Velichko, “On the Step Choice in Projection Algorithms for Large-Scale Linear Programming Problems”, Dal'nevost. Mat. Zh., 12:2 (2012), 160–170
Linking options:
https://www.mathnet.ru/eng/dvmg237 https://www.mathnet.ru/eng/dvmg/v12/i2/p160
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