Solving Multiscale Linear Programs Using the Simplex Method in Quadruple Precision

DOI10.1007/978-3-319-17689-5_9zbMath1330.65088OpenAlexW2278999915MaRDI QIDQ3462312

Ding Ma, Michael A. Saunders

Publication date: 5 January 2016

Published in: Numerical Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-17689-5_9

zbMATH Keywords

numerical examplessimplex methodflux balance analysisMINOSquadruple precisiongfortran libquadmathmacromolecular expressionmetabolic expression modelmultiscale linear program

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Molecular structure (graph-theoretic methods, methods of differential topology, etc.) (92E10) Computational methods for problems pertaining to biology (92-08)

Related Items

A regularization method for constrained nonlinear least squares, A New Analysis of Iterative Refinement and Its Application to Accurate Solution of Ill-Conditioned Sparse Linear Systems, Design and implementation of a modular interior-point solver for linear optimization

Uses Software

• SNOPT
• NLPLIB
• OPERA
• SoPlex
• CPLEX
• Gurobi
• TOMLAB
• Mosek
• QSopt_ex
• XPRESS
• NETLIB LP Test Set
• LUSOL
• libquadmath

Cites Work

• A practical anti-cycling procedure for linearly constrained optimization
• The final NETLIB-LP results
• Steepest-edge simplex algorithms for linear programming
• Maintaining LU factors of a general sparse matrix
• The simplest examples where the simplex method cycles and conditions where EXPAND fails to prevent cycling
• Exact solutions to linear programming problems
• On Wolfe's Method for Resolving Degeneracy in Linearly Constrained Optimization
• A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints
• Large-scale linearly constrained optimization
• SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization