Evolution of Linear Programming Computing Techniques
From MaRDI portal
Publication:2778587
DOI10.1287/mnsc.4.2.183zbMath0995.90595OpenAlexW2028339192MaRDI QIDQ2778587
Publication date: 22 October 2002
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.4.2.183
Related Items
Solving systems of equations with multi-stage Monte Carlo optimization, A regularized simplex method, Parallelizing the dual revised simplex method, A relaxed version of Karmarkar's method, A chance-constrained programming algorithm, A heuristic to reduce the wrapping effect in the numerical solution ofx′=f(t,x), Proximate linear programming: A variable extreme point method, Determining GUB sets via an invert agenda algorithm, A two-phase support method for solving linear programs: numerical experiments, A note on the continuity of solutions of parametric linear programs, Scaling linear optimization problems prior to application of the simplex method, A procedure for parameterizing a constraint in linear programming, Heuristische Lösungsverfahren Versuch einer Begriffsklärung, An exploratory computational analysis of dual degeneracy in mixed-integer programming, Some Results on Sparse Matrices, Formal optimization of some reduced linear programming problems, On scaling linear programs—some experimental results, A dual decomposition algorithm, Towards a practical parallelisation of the simplex method, A conforming decomposition theorem, a piecewise linear theorem of the alternative, and scalings of matrices satisfying lower and upper bounds, New crash procedures for large systems of linear constraints, The free parametrization for linear programming with bounded variables, Characterizations of optimal scalings of matrices, A model to support decision making for the energy supply-system of a metropolitan area†, A degeneracy exploiting LU factorization for the simplex method, Methods of parametric non-linear programming, A practical anti-cycling procedure for linearly constrained optimization, Vector processing in simplex and interior methods for linear programming, Solving staircase linear programs by the simplex method, 2: Pricing, On the optimal value function for certain linear programs with unbounded optimal solution sets, The BPMPD interior point solver for convex quadratic problems, Solving staircase linear programs by the simplex method, 1: Inversion, A procedure for the one-parametric linear complementarity problem, A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases, Computing optimal scalings by parametric network algorithms, Updated triangular factors of the basis to maintain sparsity in the product form simplex method
