Hit-and-run algorithms for the identification of nonredundant linear inequalities

DOI10.1007/BF02591694zbMath0624.90060OpenAlexW2009847456MaRDI QIDQ3026740

H. C. P. Berbee, Alexander H. G. Rinnooy Kan, Robert L. Smith, C. Guus E. Boender, Carel L. Scheffer, Jan Telgen

Publication date: 1987

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02591694

zbMATH Keywords

probabilistic algorithmssystem of linear inequalitiesBayesian stopping ruleComputational experiencescoordinate directionseliminating redundant inequaliteshit-and-run algorithmshypersphere directions algorithmuniform interior points

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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• Analysis of mathematical programming problems prior to applying the simplex algorithm
• Techniques for Removing Nonbinding Constraints and Extraneous Variables from Linear Programming Problems
• An Algorithm for Determining Irrelevant Constraints and all Vertices in Systems of Linear Inequalities

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