This paper is based on a detailed study and development concerning the Primal-Dual Interior-Point Algorithm by a project named Asset Allocation for Global Active Operations which I participate in at certain MultiNational Corporation.
本文是根据作者在某跨国公司参与的“全球动态资产分配系统”,对内点法的一个具体算法——原-对偶内点算法进行的详细研究和开发实践,总结归纳而成的。
参考来源 - 原·2,447,543篇论文数据,部分数据来源于NoteExpress
Finally, according to the bottleneck of Primal-Dual Interior-Point Algorithm, corresponding solution is given. And the application of this algorithm in the future is prospected.
最后还对原-对偶内点算法中的计算瓶颈做出了分析,给出了相应的优化解决方案,并展望了该算法的应用前景。
This paper presents a infeasible interior-point primal -dual affine scaling algorithm for linear programming. it is shown that the method is polynomial-time algorithm.
摘要本文对线性规划提出了一个不可行内点原始-对偶仿射尺度算法,并证明了算法是一个多项式时间算法。
This paper first describes the steps involved in primal-dual interior point algorithm and explains which step in it can be parallelized.
首先介绍了原-对偶内点算法的主要计算步骤,阐明哪一步上可以进行并行化处理。
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