This archive contains a collection of reports generated by the faculty and students of the Institute for Systems Research (ISR), a permanent, interdisciplinary research unit in the A. James Clark School of Engineering at the University of Maryland. ISR-based projects are conducted through partnerships with industry and government, bringing together faculty and students from multiple academic departments and colleges across the university.
Browsing Institute for Systems Research Technical Reports by Subject "active set"
It is now well established that, especially on large linearprogramming problems, the simplex method typically takes upa number of iterations considerably larger than recentinterior-points methods in order to reach a solution.On the other hand, at each iteration, the size of thelinear system of equations solved by the formercan be significantly less than that of the linearsystem solved by the latter.The algorithm proposed in this paper can be thought ofas a compromise between the two extremes: conceptuallyan interior-point method, it ignores, at each iteration,all constraints except those in a small "active set"(in the dual framework). For sake of simplicity, inthis first attempt, an affine scaling algorithm is usedand strong assumptions are made on the problem. Globaland local quadratic convergence is proved.