システム制御情報学会 研究発表講演会講演論文集
第46回システム制御情報学会研究発表講演会
会議情報
ブロック構造を持つ最適化問題における内点法の高速化
佐伯 修辻 毅一郎
著者情報
会議録・要旨集 フリー

p. 117

詳細
抄録
Linear programming problems are widely used. The problems such as optimal operating problems have block angular structure. It is expected that the block iterative method can reduce the computational time by utilizing the typical structure. In this paper, a new method which utilizes the predictor-corrector method and the block iterative method is proposed. By numerical experiments, it is shown that the new method is effective and that the computational time of the new method is reduced to about half of the conventional method.
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© 2002 システム制御情報学会
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