Illes, T. and Terlaky, T. (2002) Pivot versus interior point methods: pros and cons. European Journal of Operational Research, 140 (2). pp. 170-190. ISSN 0377-2217
Full text not available in this repository. (Request a copy from the Strathclyde author)Official URL: http://dx.doi.org/10.1016/S0377-2217(02)00061-9
Abstract
Linear optimization (LO) is the fundamental problem of mathematical optimization. It admits an enormous number of applications in economics, engineering, science and many other fields. The three most significant classes of algorithms for solving LO problems are: pivot, ellipsoid and interior point methods. Because ellipsoid methods are not efficient in practice we will concentrate on the computationally successful simplex and primal-dual interior point methods only, and summarize the pros and cons of these algorithm classes.
| Item type: | Article |
|---|---|
| ID code: | 9200 |
| Keywords: | linear programming, linear optimization, pivot methods, simplex algorithms, interior point methods, complexity, sensitivity analysis, Management. Industrial Management |
| Subjects: | Social Sciences > Industries. Land use. Labor > Management. Industrial Management |
| Department: | Strathclyde Business School > Management Science |
| Related URLs: | |
| Depositing user: | Strathprints Administrator |
| Date Deposited: | 26 Mar 2010 15:00 |
| Last modified: | 12 Mar 2012 10:51 |
| URI: | http://strathprints.strath.ac.uk/id/eprint/9200 |
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