ITLApplied  Computational Mathematics Division
ACMD Seminar Series
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Using Indicators in Finite Termination Procedures

Pamela Williams
Sandia National Labs, Livermore, California

Thursday, August 1, 2002 15:00-16:00,
Room 145, NIST North (820)
Thursday, August 1, 2002 13:00-14:00,
Room 4511

Abstract: Indicator functions identify the active set at the solution of a constrained optimization problem. Early identification of the active set may result in computational savings for interior-point algorithms for linear programming problems. First, we discuss the merits and convergence properties of three commonly used indicators in practice. Next, we investigate the role of indicators in finite termination procedures. In a finite number of steps, finite termination procedures advance from an interior-point iterate which is sufficiently close to the solution set to a point on the optimal face. Empirical evidence supports the use of finite termination procedures to reduce computational work and to generate highly accurate solutions.
Contact: A. J. Kearsley

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