Accession Number : ADA256041
Title : Using an Interior Point Cutting Plane Method to Solve Integer Programming Problems
Descriptive Note : Final rept.
Corporate Author : RENSSELAER POLYTECHNIC INST TROY NY DEPT OF MATHEMATICAL SCIENCES
Personal Author(s) : Mitchell, John E
Report Date : 30 Sep 1992
Pagination or Media Count : 14
Abstract : There were several accomplishments of this research, both theoretical and computational. In joint work with Todd, we presented a cutting plane primal projective interior point method which we applied to matching problems, with encouraging computational results. Primal projective methods require a method to update the dual; we showed how various dual updates are related to each other and we also derived a dual projective algorithm. We derived a polynomial-time shifted barrier warm start algorithm which can be used in a cutting plane method; we showed that the directions obtained are strongly related to the directions derived in the work with Todd; computational results showed that the algorithm can be useful in some situations. The grant partially supported a Ph. D. student, Brian Borchers, who received his degree in August, 1992. His thesis concerned the use of branch-and-bound methods and contained good computational results as well as interesting theoretical observations. One paper from this thesis describes how the primal-dual interior point method can be used efficiently in a branch-and-bound method for solving mixed integer linear programming problem. Another paper describes how branch and bound algorithms for nonlinear integer programming problems can be improved. Borchers and I also developed a primal-dual interior point cutting plane method for solving linear ordering problems; the computational results for this algorithm were very encouraging, with run times comparable to those required by a simplex based cutting plane algorithm.
Descriptors : *INTEGER PROGRAMMING , *PROBLEM SOLVING , *CUTTING , ALGORITHMS , STUDENTS , OBSERVATION , POLYNOMIALS , MATCHING , GRANTS , PAPER , BARRIERS , TIME , THESES , COMPUTER PROGRAMMING , LINEAR PROGRAMMING
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE