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- W2394807440 abstract "The starting point used by an interior point algorithm for linear and convex quadratic programming may significantly influence the behaviour of the method. A widely used heuristic to construct such a point consists of dropping variable nonnegativity constraints and computing a solution which minimizes the Euclidean norm of the primal (or dual) point while satisfying the appropriate primal (or dual) equality constraints, followed by shifting the variables so that all their components are positive and bounded away from zero. In this Short Communication a new approach for finding a starting point is proposed. It relies on a few inexact Newton steps performed at the start of the solution process. A formal justification of the new heuristic is given and computational results are presented to demonstrate its advantages in practice. Computational experience with a large collection of small- and medium-size test problems reveals that the new starting point is superior to the old one and saves 20–40% of iterations needed by the primal-dual method. For larger and more difficult problems this translates into remarkable savings in the solution time." @default.
- W2394807440 created "2016-06-24" @default.
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- W2394807440 date "2016-11-01" @default.
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- W2394807440 title "Crash start of interior point methods" @default.
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- W2394807440 doi "https://doi.org/10.1016/j.ejor.2016.05.030" @default.
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