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

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...

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Bibliographic Details
Main Authors: El-Bakry, A S, Tapia, R A, Zhang, Y
Format: Report
Language:English
Subjects:
INDICATORS
INTERIOR-POINT METHODS
LOGARITHM FUNCTIONS
Numerical Mathematics
OPTIMIZATION
SKILLS
VARIABLES
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Summary: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. Sponsored in part by DOE Contract DEFG05-86ER25017 and ARO Contract 9DAAL03-90-G-0093.