Advanced search
Start date
Betweenand

Efficient solution of large-scale linear and quadratic programming problems

Grant number: 10/06822-4
Support type:Research Projects - Thematic Grants
Duration: October 01, 2011 - September 30, 2016
Field of knowledge:Engineering - Production Engineering - Operational Research
Principal researcher:Aurelio Ribeiro Leite de Oliveira
Grantee:Aurelio Ribeiro Leite de Oliveira
Home Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
Pesquisadores principais:
Christiano Lyra Filho ; Secundino Soares Filho
Assoc. researchers:Anesio dos Santos Junior ; Anibal Tavares de Azevedo ; Carla Taviane Lucke da Silva Ghidini ; Clovis Perin Filho ; Cristiano Torezzan ; Daniela Renata Cantane ; Fernando Rocha Villas Bôas ; Frederico Ferreira Campos, Filho ; Jair da Silva ; Lilian Milena Ramos Carvalho ; Magda da Silva Peixoto ; Marcos Nereu Arenales ; Maria de Los Angeles Gonzalez Lima ; Marta Ines Velazco Fontova
Associated grant(s):13/05874-9 - 26th European Conference Operational Research, AR.EXT
Associated scholarship(s):15/09850-2 - Operations research application to investment economic analysis, BP.IC
13/27015-8 - Interior point methods applied to a hydroelectric system pre-dispatch with security constraints and network topology change, BP.MS
13/02089-9 - On the convergence of interior point methods combined with continued iteration and simple algorithms, BP.DR
11/20623-7 - Interior Point Methods Iteration Count Reduction Using Continued Iteration and Simple Algorithms, BP.DR

Abstract

Since the emergence of the interior point methods for linear optimization, computational codes based on these ideas have been shown as efficient alternatives for solving problems of linear and quadratic large-scale problems. Three research lines stand out in the search of efficiency: reducing the number of iterations to achieve convergence of the method; reduction of iteration computational time through the efficient solution of linear systems needed to compute the directions; the development of specific methods for optimization problems with particular structure and take advantage of this structure. These three lines of research are covered in this project. In the first two, the focus is linear optimization problems while quadratic programming problems on the third line originated from power systems form the core of the research. (AU)

Articles published in Agência FAPESP Newsletter about the research grant:
Articles published in other media outlets (0 total):
More itemsLess items
VEICULO: TITULO (DATA)
VEICULO: TITULO (DATA)

Scientific publications
(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)
PORFIRIO SUÑAGUA; AURELIO RIBEIRO LEITE OLIVEIRA. A CONSTRUCTIVE GLOBAL CONVERGENCE OF THE MIXED BARRIER-PENALTY METHOD FOR MATHEMATICAL OPTIMIZATION PROBLEMS. Pesquisa Operacional, v. 40, p. -, 2020.
SANTOS, LUIZ-RAFAEL; VILLAS-BOAS, FERNANDO; OLIVEIRA, AURELIO R. L.; PERIN, CLOVIS. Optimized choice of parameters in interior-point methods for linear programming. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, v. 73, n. 2, p. 535-574, JUN 2019. Web of Science Citations: 0.

Please report errors in scientific publications list by writing to: cdi@fapesp.br.