Logarithmic Indicators and the Identification of Subgroups of Variables in Interior-Point Methods

Abstract

The identification of certain groups of variables in optimization problems is an important issue and can be used to computational advantage. In this paper new logarithmic indicators are introduced. It is demonstrated that the logarithmic Tapia indicators have superior ability for identifying several subgroups of variables in the context of primal-dual interior-point methods.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1993
Accession Number
ADA444980

Entities

People

  • A. S. El-bakry
  • Richard A. Tapia
  • Yinglong Zhang

Organizations

  • Rice University

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  • Mathematics

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