Solving Multiscale Linear Programs Using the Simplex Method in Quadruple Precision (Q3462312): Difference between revisions

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