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On warm starts for interior methods
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.ORCID iD: 0000-0002-6252-7815
2006 (English)In: System Modeling and Optimization / [ed] Ceragioli, F; Dontchev, A; Futura, H; Marti, K; Pandolfi, L, 2006, Vol. 199, 51-66 p.Conference paper (Refereed)
Abstract [en]

An appealing feature of interior methods for linear programming is that the number of iterations required to solve a problem tends to be relatively insensitive to the choice of initial point. This feature has the drawback that it is difficult to design interior methods that efficiently utilize information from an optimal solution to a "nearby" problem. We discuss this feature in the context of general nonlinear programming and specialize to linear programming. We demonstrate that warm start for a particular nonlinear programming problem, given a near-optimal solution for a "nearby" problem, is closely related to an SQP method applied to an equality-constrained problem. These results are further refined for the case of linear programming.

Place, publisher, year, edition, pages
2006. Vol. 199, 51-66 p.
, International Federation For Information Processing, ISSN 1571-5736 ; 199
Keyword [en]
nonlinear programming, linear programming, interior method, warm start
National Category
Computer and Information Science
URN: urn:nbn:se:kth:diva-41729DOI: 10.1007/0-387-33006-2_6ISI: 000236895000006ScopusID: 2-s2.0-33845533365ISBN: 0-387-32774-6OAI: diva2:445207
22nd IFIP TC7 Conference on System Modeling and Optimization Location: Turin, Italy, Date: JUL 18-22, 2005
QC 20111003Available from: 2011-10-03 Created: 2011-09-30 Last updated: 2011-10-03Bibliographically approved

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