Solving multiscale linear programs using the simplex method in quadruple precision
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Cites work
- A practical anti-cycling procedure for linearly constrained optimization
- A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints
- Exact solutions to linear programming problems
- Large-scale linearly constrained optimization
- Maintaining LU factors of a general sparse matrix
- On Wolfe's method for resolving degeneracy in linearly constrained optimization
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Steepest-edge simplex algorithms for linear programming
- The final NETLIB-LP results
- The simplest examples where the simplex method cycles and conditions where EXPAND fails to prevent cycling
Cited in
(4)- A regularization method for constrained nonlinear least squares
- A new analysis of iterative refinement and its application to accurate solution of ill-conditioned sparse linear systems
- Solving quadratic programs to high precision using scaled iterative refinement
- Design and implementation of a modular interior-point solver for linear optimization
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