Scaling linear optimization problems prior to application of the simplex method
From MaRDI portal
Publication:453620
DOI10.1007/s10589-011-9420-4zbMath1250.90052OpenAlexW2027244403MaRDI QIDQ453620
Joseph M. Elble, Nikolaos V. Sahinidis
Publication date: 27 September 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-011-9420-4
Related Items (7)
A regularized simplex method ⋮ Three nearly scaling-invariant versions of an exterior point algorithm for linear programming ⋮ A space decomposition-based deterministic algorithm for solving linear optimization problems ⋮ A triangulation and fill-reducing initialization procedure for the simplex algorithm ⋮ Squeezing a Matrix into Half Precision, with an Application to Solving Linear Systems ⋮ A computational comparison of scaling techniques for linear optimization problems on a graphical processing unit ⋮ Scale characteristics of variable returns-to-scale production technologies with ratio inputs and outputs
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Optimally scaled matrices
- An algorithm for scaling matrices and computing the minimum cycle mean in a digraph
- Scaling by binormalization
- Condition numbers and equilibration of matrices
- Condition, equilibration and pivoting in linear algebraic systems
- Evolution of Linear Programming Computing Techniques
- Solving Real-World Linear Programs: A Decade and More of Progress
- On scaling linear programs—some experimental results
- An Algorithm for Scaling Matrices
- Characterizations of optimal scalings of matrices
- The efficient solution of large-scale linear programming problems—some algorithmic techniques and computational results
- On the Automatic Scaling of Matrices for Gaussian Elimination
- On Best Conditioned Matrices
This page was built for publication: Scaling linear optimization problems prior to application of the simplex method