Recovering an optimal LP basis from an interior point solution

DOI10.1016/0167-6377(94)90074-4zbMath0814.90073OpenAlexW2033794497MaRDI QIDQ1342078

Robert E. Bixby, Matthew J. Saltzman

Publication date: 11 January 1995

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1911/101733

zbMATH Keywords

interior point algorithmssimplex methodbasis recovery

Mathematics Subject Classification ID

Linear programming (90C05)

Related Items

Experimental investigations in combining primal dual interior point method and simplex based LP solvers, ON THE PROPERTIES OF ∊-SENSITIVITY ANALYSIS FOR LINEAR PROGRAMMING, Solving real-world linear ordering problems using a primal-dual interior point cutting plane method, Modified fictitious play for solving matrix games and linear-programming problems, Could we use a million cores to solve an integer program?, Towards an efficient augmented Lagrangian method for convex quadratic programming, Converging upon basic feasible solutions through Dantzig-Wolfe decomposition, Implementation of an interior point method with basis preconditioning, On the uniqueness of optimal strategies in symmetric matrix games, Improving a primal–dual simplex-type algorithm using interior point methods, POSITIVE SENSITIVITY ANALYSIS IN LINEAR PROGRAMMING, Recovering an optimal LP basis from an optimal dual solution, Computing the spark: mixed-integer programming for the (vector) matroid girth problem, LPAKO: A Simplex-based Linear Programming Program, Balinski-Tucker simplex tableaus: Dimensions, degeneracy degrees, and interior points of optimal faces, Degeneracy in interior point methods for linear programming: A survey

Uses Software

• CPLEX
• DEVEX

Cites Work

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• Convergence behavior of interior-point algorithms
• Computational experience with a primal-dual interior point method for linear programming
• On finding a vertex solution using interior point methods
• Modification of the minimum-degree algorithm by multiple elimination
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• Implementation of a Dual Affine Interior Point Algorithm for Linear Programming
• On Finding Primal- and Dual-Optimal Bases
• Computing Sparse LU Factorizations for Large-Scale Linear Programming Bases
• Implementing the Simplex Method: The Initial Basis
• Numerical Factorization Methods for Interior Point Algorithms
• The Composite Simplex Algorithm
• Pivot selection methods of the Devex LP code