A constraint selection technique for a class of linear programs (Q1105487)
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English | A constraint selection technique for a class of linear programs |
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A constraint selection technique for a class of linear programs (English)
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1988
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It is well known that, for most linear programs, only a relatively small percentage of constraints are binding at the optimal solution. Significant effort has been directed towards methods which identify those constraints most likely to be tight at optimality. We present here a simple, but highly effective, heuristic for finding solutions to linear programming problems by using only a small proportion of the original constraints.
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binding constraints identification
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constraint selection
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heuristic
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