Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142185 | Operations Research Letters | 2014 | 5 Pages |
Abstract
Resource allocation problems are usually solved with specialized methods exploiting their general sparsity and problem-specific algebraic structure. We show that the sparsity structure alone yields a closed-form Newton search direction for the generic primal-dual interior point method. Computational tests show that the interior point method consistently outperforms the best specialized methods when no additional algebraic structure is available.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Stephen E. Wright, James J. Rohal,