New crash procedures for large systems of linear constraints

DOI10.1007/BF01589115zbMath0692.90089OpenAlexW2051603784MaRDI QIDQ584077

John K. Reid, Nicholas I. M. Gould

Publication date: 1989

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01589115

zbMATH Keywords

linearly constrained optimizationinitial basis

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Related Items (6)

Crash start of interior point methods ⋮ A two-phase support method for solving linear programs: numerical experiments ⋮ A warm-start dual simplex solution algorithm for the minimum flow networks with postoptimality analyses ⋮ A triangulation and fill-reducing initialization procedure for the simplex algorithm ⋮ Advances in design and implementation of optimization software ⋮ A comprehensive simplex-like algorithm for network optimization and perturbation analysis

Uses Software

• MINOS
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Cites Work

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• Evolution of Linear Programming Computing Techniques
• A Structurally Stable Modification of Hellerman–Rarick’s ${\text{P}}^4 $ Algorithm for Reordering Unsymmetric Sparse Matrices
• An algorithm for profile and wavefront reduction of sparse matrices
• A practicable steepest-edge simplex algorithm
• Implementation of the Gibbs-Poole-Stockmeyer and Gibbs-King Algorithms
• A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases
• An Algorithm for Reducing the Bandwidth and Profile of a Sparse Matrix
• On the Automatic Scaling of Matrices for Gaussian Elimination

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