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Study of the Primal-Dual Interior-Point Algorithm for Optimization Problem and Application in the Area of Venture Investment

Author: ZhangBo
Tutor: LiuXiYang
School: Xi'an University of Electronic Science and Technology
Course: Software Engineering
Keywords: Primal-Dual Interior-Point Algorithm Linear Programming Polynomial time complexity Optimization Compute Venture Investment
CLC: TP301.6
Type: Master's thesis
Year: 2005
Downloads: 152
Quote: 1
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Abstract


This paper is based on a detailed study and development concerning the Primal-Dual Interior-Point Algorithm by a project named Asset Allocation for Global Active Operations which I participate in at certain MultiNational Corporation. The Primal-Dual Interior-Point Algorithm is one of the high-efficiency algorithm for solution of large-scale linear optimization problems. It in a more excellent way solves the problem that computational efficiency would become very lower by simplex when the variants are increased quickly. The purpose of this paper is to prove the excellent computed performance of Primal-Dual Interior-Point Algorithm, and apply it in the area of Venture Investment. Consequently, this paper would provide a reference for the application in other areas of this algorithm. Above all, this paper contrasts the simplex and Primal-Dual Interior-Point Algorithm, and shows the character of Primal-Dual Interior-Point Algorithm, and proves that the time complexity of this Algorithm is polynomial time, and then the convergence of the algorithm is proved. Secondly, based on Asset Allocation for Global Active Operations, experiments are designed, and detailed analysis to the experimental results is given by means of computed efficiency and exactness of investment, in which the advantage of this algorithm is showed. Finally, according to the bottleneck of Primal-Dual Interior-Point Algorithm, corresponding solution is given. And the application of this algorithm in the future is prospected.

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CLC: > Industrial Technology > Automation technology,computer technology > Computing technology,computer technology > General issues > Theories, methods > Algorithm Theory
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