Face Method
Toward the New Generation of Linear Programming
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Beschreibung
The famous simplex method, invented by George B. Dantzig in 1947, moves from vertex to vertex in the underlying polyhedron until achieving an optimal vertex. As one of the most widely used mathematical tools, it has dominated the field of Linear Programming for nearly eighty years. However, it has exponential time complexity, and its performance turned out somehow unsatisfactory when solving some difficult LP problems since the solution process can sink into a degenerate vertex for too long.
In 1984, Karmarkar published his work on the interior-point algorithm, which goes across the interior of the polyhedron, and which was not only of polynomial time complexity but also appeared fast. As such, it immediately drew the attention of researchers worldwide, giving rise to an upsurge in the interor-point method. Some scholars even considered it the winner against the simplex method for solving large-scale and sparse LP problems. However, the technique can only approach an optimal solution on the boundary, and it cannot be “warmly” started; hence, it is not applicable for solving integer LP problems, which form the primary domain of LP applications. The interior-point method failed to shake the domination of the simplex method.
After years of research and exploration, the author proposes to break out of the simplex and interior-point methods. Over the recent years, the author has developed the so-called face method, which moves face by face to achieve an optimal face and solution. As the first book on the topic of face method, the monograph summarizes valuable findings and puts forward the theme to the academic world.
The famous simplex method, invented by George B. Dantzig in 1947, moves from vertex to vertex in the underlying polyhedron until achieving an optimal vertex. As one of the most widely used mathematical tools, it has dominated the field of Linear Programming for nearly eighty years. However, it has exponential time complexity, and its performance turned out somehow unsatisfactory when solving some difficult LP problems since the solution process can sink into a degenerate vertex for too long.
In 1984, Karmarkar published his work on the interior-point algorithm, which goes across the interior of the polyhedron, and which was not only of polynomial time complexity but also appeared fast. As such, it immediately drew the attention of researchers worldwide, giving rise to an upsurge in the interor-point method. Some scholars even considered it the winner against the simplex method for solving large-scale and sparse LP problems. However, the technique can only approach an optimal solution on the boundary, and it cannot be “warmly” started; hence, it is not applicable for solving integer LP problems, which form the primary domain of LP applications. The interior-point method failed to shake the domination of the simplex method.
After years of research and exploration, the author proposes to break out of the simplex and interior-point methods. Over the recent years, the author has developed the so-called face method, which moves face by face to achieve an optimal face and solution. As the first book on the topic of face method, the monograph summarizes valuable findings and puts forward the theme to the academic world.
Explains how the Face Method can be used to replace the Simplex Method, ushering in a new era of Linear Programming Illustrates various face algorithms by small examples and gives a review of the state of the art of the Simplex Method Is a must-read for students, researchers, practitioners in OR/MS and related fields
Autor*in
Ping-Qi Pan
Themen in »Face Method«
Simplex Method Face Method Dual Face Method Cholesky Factorization Linear Programming Generalized Face Method Steepest Ascent Search Direction Generalized Dual Face Method Dual Reduced Face Method Steepest Descent Direction LU Factorization