• Title/Summary/Keyword: Lagrangian duality

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A primal-dual log barrier algorithm of interior point methods for linear programming (선형계획을 위한 내부점법의 원문제-쌍대문제 로그장벽법)

  • 정호원
    • Korean Management Science Review
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    • v.11 no.3
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    • pp.1-11
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    • 1994
  • Recent advances in linear programming solution methodology have focused on interior point methods. This powerful new class of methods achieves significant reductions in computer time for large linear programs and solves problems significantly larger than previously possible. These methods can be examined from points of Fiacco and McCormick's barrier method, Lagrangian duality, Newton's method, and others. This study presents a primal-dual log barrier algorithm of interior point methods for linear programming. The primal-dual log barrier method is currently the most efficient and successful variant of interior point methods. This paper also addresses a Cholesky factorization method of symmetric positive definite matrices arising in interior point methods. A special structure of the matrices, called supernode, is exploited to use computational techniques such as direct addressing and loop-unrolling. Two dense matrix handling techniques are also presented to handle dense columns of the original matrix A. The two techniques may minimize storage requirement for factor matrix L and a smaller number of arithmetic operations in the matrix L computation.

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Development of OPF Algorithm with Changing Inequality to Equality (부등호의 등호화를 통한 OPF 해석 알고리즘 개발)

  • Ju, Un-Pyo;Kim, Geon-Jung;Choe, Jang-Heum;Eom, Jae-Seon;Lee, Byeong-Il
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.49 no.7
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    • pp.339-344
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    • 2000
  • This paper presents an improved optimal power flow algorithm, which solves an optimization problem with equality constraints with converted inequality constraints. The standard OPF and the penalty function method should do reconstructing active constraints among the inequality constraints so that the activation of the inequality constraints has been imposing an additional burden to solve OPF problem efficiently. However the proposed algorithm converts active inequality constraints into the equality constraints in order to preclude us from reconstructing the procedures. The effectiveness of the new OPF algorithm is validated by applying the IEEE 14 bus system.

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Network Coding for Bidirectional Traffic in IEEE 802.16 Systems (IEEE 802.16 시스템에서 양방향 트래픽을 위한 네트워크 코딩 기법)

  • Park, Jung-Min;Hwang, June;Ko, Seung-Woo;Hwang, Young-Ju;Kim, Seong-Lyun
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.12A
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    • pp.975-983
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    • 2011
  • In this paper, we investigate how the IEEE 802.16 based wireless system can adopt the network coding. To avoid the problem of overhearing, we focus on the bidirectional traffic, where each end node exchanges network coded data over a relay node. The bidirectional traffic is usually observed in Internet, where TCP makes congestion control and error recovery based on the acknowledgement from the opposite direction. Thus, enhancing the spectral efficiency of wireless Internet through the network coding is expected. Our simulation with realistic radio characteristics and TCP-like traffic shows that the network coding improves the throughput by an average of 36 percent compared to the simple relay case.