The sagitta method for solving linear programs
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Publication:703904
DOI10.1016/S0377-2217(03)00276-5zbMath1067.90123MaRDI QIDQ703904
Publication date: 12 January 2005
Published in: European Journal of Operational Research (Search for Journal in Brave)
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Uses Software
Cites Work
- A numerically stable dual method for solving strictly convex quadratic programs
- A direct active set algorithm for large sparse quadratic programs with simple bounds
- Linear programming via least squares
- Pivot rules for linear programming: A survey on recent theoretical developments
- Criss-cross methods: A fresh view on pivot algorithms
- A numerically stable form of the simplex algorithm
- An exterior-point method for linear programming problems
- The Criss-Cross Method for Solving Linear Programming Problems
- Inertia-Controlling Methods for General Quadratic Programming
- Nonadjacent extreme point methods for solving linear programs
- Numerical Methods for Large Sparse Linear Least Squares Problems
- Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
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