Browsing Mathematics (Faculty of) by Subject "Linear Optimization"
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Convergence Analysis of Generalized Primal-Dual Interior-Point Algorithms for Linear Optimization
(University of Waterloo, 2002)We study the zeroth-, first-, and second-order algorithms proposed by Tuncel. The zeroth-order algorithms are the generalization of the classic primal-dual affine-scaling methods, and have a strong connection with the ... -
A Quick-and-Dirty Approach to Robustness in Linear Optimization
(University of Waterloo, 2013-01-07)We introduce methods for dealing with linear programming (LP) problems with uncertain data, using the notion of weighted analytic centers. Our methods are based on high interaction with the decision maker (DM) and try ...