On Finding Primal- and Dual-Optimal Bases
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Publication:4025897
DOI10.1287/IJOC.3.1.63zbMATH Open0755.90056OpenAlexW2146325267MaRDI QIDQ4025897FDOQ4025897
Publication date: 18 February 1993
Published in: ORSA Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.3.1.63
Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Abstract computational complexity for mathematical programming problems (90C60)
Cited In (32)
- Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
- Converging upon basic feasible solutions through Dantzig-Wolfe decomposition
- Measure transformation and efficient quadrature in reduced-dimensional stochastic modeling of coupled problems
- On the finite convergence of interior-point algorithms for linear programming
- On the uniqueness of optimal strategies in symmetric matrix games
- Theoretical complexity of grid cover problems used in radar applications
- Message-recovery laser fault injection attack on the \textit{classic McEliece} cryptosystem
- Implementation of an interior point method with basis preconditioning
- Degeneracy in interior point methods for linear programming: A survey
- Finding an interior point in the optimal face of linear programs
- Could we use a million cores to solve an integer program?
- Recovering an optimal LP basis from an interior point solution
- Experimental investigations in combining primal dual interior point method and simplex based LP solvers
- Recovering an optimal LP basis from an optimal dual solution
- Solving real-world linear ordering problems using a primal-dual interior point cutting plane method
- Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
- On solving stochastic production planning problems via scenario modelling
- Improving a primal–dual simplex-type algorithm using interior point methods
- LPAKO: A Simplex-based Linear Programming Program
- Balinski-Tucker simplex tableaus: Dimensions, degeneracy degrees, and interior points of optimal faces
- Experiments with a hybrid interior point/combinatorial approach for network flow problems
- Modified fictitious play for solving matrix games and linear-programming problems
- Balanced matrices
- Pivot rules for linear programming: A survey on recent theoretical developments
- A linear programming primer: from Fourier to Karmarkar
- Descent approaches for quadratic bilevel programming
- A polyhedral model for enumeration and optimization over the set of circuits
- Polynomial Interior Point Cutting Plane Methods
- A new efficient primal dual simplex algorithm
- A general parametric analysis approach and its implication to sensitivity analysis in interior point methods
- Vanishing Price of Decentralization in Large Coordinative Nonconvex Optimization
- Using fast matrix multiplication to find basic solutions
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