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Initial point selection in primal-dual interior point method for linear programming based on evolutionary algorithm. (Chinese. English summary) Zbl 1463.90147

Summary: The primal-dual interior point method requires strict initial feasible points in solving linear programming problems. The degree function is given based on the criterion of the initial feasible point in the primal-dual interior point method, and the fitness function in the evolutionary algorithm is designated by the degree function. The initial feasible point selection of the primal-dual interior point method for linear programming based on the evolutionary computation is proposed. It is realized by the harmony search. Numerical experiments show that the algorithm can find an initial feasible point of most given problems, thus validating the effectiveness of the algorithm.

MSC:

90C05 Linear programming
90C51 Interior-point methods
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