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Sequential linear programming with interior-point methods for large-scale optmization

机译:具有内点法的顺序线性规划用于大规模优化

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Mathematical researchers have, voer the past decade, developed an efficient class of linear programming solvers known as interior-point methods. Interior-point methods have theoretical and observed computational advantage over simplex methods at solving many large linear programming problems and are immune to degeneracy. Common nonlinear programming methods which work well for small and medium sized problems are unable to solve loarge-scale problems in a timely fashion. Used in an adaptive sequential linear programming strategy, interior-point methods can be a poserful engineering optimization tool. This work demonstrates the application of an adaptive sequential linear programming alogorithm that uses an infeasible primaldual path-following interior-point algorithm and fuzzy heuristics for the solution of large-scale engineering design optimization problems. Numerical examples demonstrate the superiority of interior-piont methods compared to well-known simplex-based linear solver in solving large optimum design problems. Superior per-formance is shown in both computational time and algorithm ability to handle degenerate problems.
机译:在过去的十年中,数学研究人员已经开发出一种有效的线性规划求解器,称为内点法。内点法在解决许多大型线性规划问题上具有优于单纯形法的理论上和观察到的计算优势,并且不易退化。通用的非线性编程方法非常适合中小型问题,它们不能及时解决大型问题。用于自适应顺序线性规划策略时,内部点方法可以成为麻烦的工程优化工具。这项工作演示了自适应序贯线性规划算法的应用,该算法使用了不可行的原始路径跟随内点算法和模糊启发法来解决大规模工程设计优化问题。数值示例证明了与内部基于点的方法相比,基于著名的基于单纯形法的线性求解器在解决大型优化设计问题上的优越性。在处理退化问题的计算时间和算法能力上均显示出优异的性能。

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