A Technique for Resolving Degeneracy in Linear Programming
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Publication:5334752
Cited in
(37)- The strict Chebyshev solution of overdetermined systems of linear equations with rank deficient matrix
- Shadow prices and sensitivity analysis in linear programming under degeneracy. State-of-the-art-survey
- Strict Chebyshev approximation for general systems of linear equations
- On the integer properties of scheduling set partitioning models
- Survey of solved and open problems in the degeneracy phenomenon
- A dual approach to primal degeneracy
- Degeneracy in the presence of roundoff errors
- On the solution of highly degenerate linear programmes
- Parametric linear programming and anti-cycling pivoting rules
- Making progress during a stall in the simplex algorithm
- A practical anti-cycling procedure for linearly constrained optimization
- Selected bibliography on degeneracy
- Degeneracy graphs: Theory and applications. An updated survey
- Bounds on the number of vertices of perturbed polyhedra
- Resolving degeneracy in quadratic programming
- Encounters with degeneracy: A personal view
- On degeneracy in linear programming and related problems
- An improved \(N\)-tree algorithm for the enumeration of all neighbors of a degenerate vertex
- A practical anti-degeneracy row selection technique in network linear programming
- A general technique for dealing with degeneracy in reduced gradient methods for linearly constrained nonlinear programming
- Discontinuous piecewise linear optimization
- Pivot versus interior point methods: Pros and cons
- A unified approach to the feasible point method type for nonlinear programming with linear constraints under degeneracy and the convergence properties
- Some NP-complete problems in linear programming
- Finding normal solutions in piecewise linear programming
- A dual strategy for solving the linear programming relaxation of a driver scheduling system
- Analytical aspects of tie breaking
- Bi-objective multistage stochastic linear programming
- A linear programming primer: from Fourier to Karmarkar
- Least-index resolution of degeneracy in quadratic programming
- The efficient solution of large-scale linear programming problems—some algorithmic techniques and computational results
- Primal-dual active-set methods for large-scale optimization
- A new version of the improved primal simplex for degenerate linear programs
- Another look at linear programming for feature selection via methods of regularization
- Practical finite pivoting rules for the simplex method
- Approaches to sensitivity analysis in linear programming
- Multi-phase dynamic constraint aggregation for set partitioning type problems
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