Dual–primal algorithm for linear optimization

DOI10.1080/10556788.2011.643889zbMath1269.65055OpenAlexW2105605850MaRDI QIDQ4924118

Wei Li

Publication date: 30 May 2013

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.643889

zbMATH Keywords

algorithmlinear programmingnumerical resultsinterior point methodsimplex methoddual-primal simplex methodsingle-term KKT system

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51)

Related Items (2)

Criss-cross algorithm based on the most-obtuse-angle rule and deficient basis ⋮ An interesting characteristic of phase-1 of dual–primal algorithm for linear programming

Uses Software

• MINOS
• NETLIB LP Test Set

Cites Work

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• On simplex method with most-obtuse-angle rule and cosine rule
• Practical finite pivoting rules for the simplex method
• A reduced Newton method for constrained linear least-squares problems
• Feasible region contraction interior point algorithm
• A dual projective simplex method for linear programming
• Pivot rules for linear programming: A survey on recent theoretical developments
• Fast residual computation for sliding window recursive least squares methods
• Some new properties of the equality constrained and weighted least squares problem
• Pivot versus interior point methods: Pros and cons
• The many facets of linear programming
• A least-squares primal-dual algorithm for solving linear programming problems
• A basis-deficiency-allowing primal phase-I algorithm using the most-obtuse-angle column rule
• Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares
• Combined projected gradient algorithm for linear programming

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