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La dependencia lineal del conjunto de trabajo en el método de conjunto activo que controla la inercia

Author

Listed:
  • Manuel Alberto Gómez Suárez

    (Universidad de A Coruña)

  • Luis Pedro Pedreira Andrade

    (Universidad de A Coruña)

Abstract

Una hipótesis básica de los métodos de conjunto activo es la independencia lineal del conjunto de trabajo. Sin embargo, si el conjunto de trabajo contiene restricciones insatisfechas introduce el riesgo de que la restricción alcanzada en una iteración sea dependiente del conjunto de trabajo, a diferencia de lo que ocurre en los métodos primal-factibles. En este trabajo, se consideran el problema de la detección y tratamiento de la dependencia del conjunto de trabajo, la detección de la infactibilidad del programa y la actualización de la dirección de búsqueda ante la adición de una restricción al conjunto de trabajo en presencia de restricciones insatisfechas en éste. Linear independence of the working set is a basic assumption in active set methods. However, the working set can include violated restrictions in a single phase method. This fact can cause a restriction added to the working set being linearly dependent of the working set. In this work, it is considered the detection and resolution of linear dependence in the working set, the infeasibility of the quadratic programming problem detection and the search direction updating after a restriction adition in presence of violated restrictions in the working set.

Suggested Citation

  • Manuel Alberto Gómez Suárez & Luis Pedro Pedreira Andrade, 1998. "La dependencia lineal del conjunto de trabajo en el método de conjunto activo que controla la inercia," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 9, pages 35-60, Junio.
  • Handle: RePEc:lrk:eeaart:9_2_3
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    Keywords

    General quadratic programming; activ-set methods; insertia-controlling methods; single phase methods;

    JEL classification:

    • C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General

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