Canonical bases in linear programming

DOI10.1016/0024-3795(88)90322-9zbMath0693.90069OpenAlexW2051228276WikidataQ114852100 ScholiaQ114852100MaRDI QIDQ908850

Adi Ben-Israel

Publication date: 1988

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(88)90322-9

zbMATH Keywords

geometric interpretationfeasible direction methodsbases for the null spaceprimal and dual simplex methodsrange of the constraint matrix

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05)

Related Items (3)

A primal-dual simplex method for linear programs ⋮ Support prices of activities in linear programming¹,² ⋮ Edge-directions of standard polyhedra with applications to network flows

Cites Work

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• An algorithm to compute a sparse basis of the null space
• A Z-simplex algorithm with partial updates
• The Null Space Problem I. Complexity
• A practicable steepest-edge simplex algorithm
• A class of methods for linear programming
• Matrix augmentation and partitioning in the updating of the basis inverse
• Large-scale linearly constrained optimization
• New Finite Pivoting Rules for the Simplex Method
• Sparse Matrix Methods in Optimization
• Stationary points of quadratic functions under linear constraints
• Convergence Conditions for Nonlinear Programming Algorithms
• Optimality and Degeneracy in Linear Programming

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