A Dynamic Active-Set Method for Linear Programming
Published in American Journal of Operations Research • Jan 1, 2015
Authors:,,
Alireza Noroziroshan
H. W. Corley
Jay Michael Rosenberger
Abstract
An efficient active-set approach is presented for both nonnegative and general linear programming by adding varying numbers of constraints at each iteration. Computational experiments demonstrate that the proposed approach is significantly faster than previous active-set and standard linear programm...
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