Dual-primal algorithm for linear optimization
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- A basis-deficiency-allowing primal phase-I algorithm using the most-obtuse-angle column rule
- A dual projective simplex method for linear programming
- A least-squares primal-dual algorithm for solving linear programming problems
- A reduced Newton method for constrained linear least-squares problems
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- Feasible region contraction interior point algorithm
- Modifying the QR-Decomposition to Constrained and Weighted Linear Least Squares
- On simplex method with most-obtuse-angle rule and cosine rule
- Pivot rules for linear programming: A survey on recent theoretical developments
- Pivot versus interior point methods: Pros and cons
- Practical finite pivoting rules for the simplex method
- Some new properties of the equality constrained and weighted least squares problem
- The many facets of linear programming
Cited in
(8)- An improved primal simplex algorithm for degenerate linear programs
- Differential-algebraic approach to linear programming
- An interesting characteristic of phase-1 of dual-primal algorithm for linear programming
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- On the construction of strong complementarity slackness solutions for DEA linear programming problems using a primal-dual interior-point method
- A least-squares primal-dual algorithm for solving linear programming problems
- A space decomposition-based deterministic algorithm for solving linear optimization problems
- Criss-cross algorithm based on the most-obtuse-angle rule and deficient basis
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