A Dynamic Active-Set Method for Linear Programming

• 作者: Alireza Noroziroshan H. W. Corley Jay M. Rosenberger
• 来源期刊: 美国运筹学期刊(英文)
• 学科: 数学
• 关键词: CONSTRAINT OPTIMAL Selection Techniques DYNAMIC Active-Set Methods LARGE-SCALE LINEAR PROGRAMMING LINEAR PROGRAMMING
• 年，卷（期）: 2015,（6）
• 页码范围: 526-535
• 页数: 10页
• 分类号: O1

摘要

An efficient active-set approach is presented for both nonnegative and general linear programming by adding varying numbers of constraints at each iteration. Computational experiments demonstrate that the proposed approach is significantly faster than previous active-set and standard linear programming algorithms.