Abstract
Since Karmarkar's projective algorithm, many interior point methods for linear programming problem have been proposed. This paper presents a primal affine scaling algorithm for linear programming problem with bounded variables. This algorithm is derived from the standard affine scaling algorithm, separating the equality constraints about the bounded variables with the added slack variables. An implementation detail of this algorithm is also described. A program code based on this algorithm is developed using sparse matrix data structures, and applied to utility plant optimization problem. Numerical examples show that the proposed algorithm is practical for industrial plant optimization problem, and much superior in computing time to the standard primal affine scaling algorithm.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Transactions of the Institute of Systems, Control and Information Engineers
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
