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A Dynamic Algorithm for Constructing the Dual Representation of a Polyhedral Cone

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Mathematical Optimization Theory and Operations Research (MOTOR 2019)

Abstract

We propose a dynamic version of the double description method for generating the extreme rays of a polyhedral cone. The dynamic version of the algorithm supports online input of inequalities. Some modifications of the method were implemented and the results of computational experiments are presented. On a series of problems, our implementation of the algorithm showed higher performance results in comparison with the known analogues.

This work was supported by the Russian Science Foundation Grant No. 17-11-01336.

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Correspondence to Nikolai Yu. Zolotykh .

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Semenov, S.O., Zolotykh, N.Y. (2019). A Dynamic Algorithm for Constructing the Dual Representation of a Polyhedral Cone. In: Khachay, M., Kochetov, Y., Pardalos, P. (eds) Mathematical Optimization Theory and Operations Research. MOTOR 2019. Lecture Notes in Computer Science(), vol 11548. Springer, Cham. https://doi.org/10.1007/978-3-030-22629-9_5

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  • DOI: https://doi.org/10.1007/978-3-030-22629-9_5

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  • Print ISBN: 978-3-030-22628-2

  • Online ISBN: 978-3-030-22629-9

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