An improved targeted climbing algorithm for linear programs

Mingfang Ding; Yanqun Liu; John Anthony Gear

doi:10.3934/naco.2011.1.399

Article Contents

2011, Volume 1, Issue 3: 399-405. Doi: 10.3934/naco.2011.1.399

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An improved targeted climbing algorithm for linear programs

1.
School of Mathematical & Geospatial Sciences, RMIT University, Melbourne

Received: May 2011

Revised: July 2011

Published: September 2011

Abstract / Introduction Related Papers Cited by

Abstract

A class of exterior climbing algorithms (ladder algorithms) has been developed recently. Among this class, the targeted climbing algorithm has demonstrated very good numerical performance. In this paper an improved targeted climbing linear programming algorithm is proposed. A sequence of changing reference points, instead of a fixed reference point as in the original algorithm, is used in the improved algorithm to speed up the convergence. The improved algorithm is especially suited to solve problems involving many constraints close to the optimal solution---the case that causes many algorithms to slow down dramatically. Numerical tests and comparison with the simplex methods are presented. Our results show that the current algorithm works better on average than the simplex methods and is much faster for a large class of problems.

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Mathematics Subject Classification: Primary: 90C05; Secondary: 49M30.

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References

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