변수추가시의 비가능 내부점기법의 감도분석

A Method of Sensitivity Analysis for the Infeasible Interior Point Method When a Variable is Added

  • Kim, Woo-Je (Department of Industrial and Systems Engineering, Daejin University) ;
  • Park, Chan-kyoo (Department of IT Audit & Supervision, National Computerization Agency) ;
  • Lim, Sungmook (Department of Industrial Engineering, Seoul National University) ;
  • Park, Soondal (Department of Industrial Engineering, Seoul National University) ;
  • Murty , Katta G. (Department of Industrial and Operations Engineering, University of Michigan)
  • 발행 : 2002.03.31

초록

This paper presents a method of sensitivity analysis for the infeasible interior point method when a new variable is introduced. For the sensitivity analysis in introducing a new variable, we present a method to find an optimal solution to the modified problem. If dual feasibility is satisfied, the optimal solution to the modified problem is the same as that of the original problem. If dual feasibility is not satisfied, we first check whether the optimal solution to the modified problem can be easily obtained by moving only dual solution to the original problem. If it is possible, the optimal solution to the modified problem is obtained by simple modification of the optimal solution to the original problem. Otherwise, a method to set an initial solution for the infeasible interior point method is presented to reduce the number of iterations required. The experimental results are presented to demonstrate that the proposed method works better.

키워드

참고문헌

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