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New crash procedures for large systems of linear constraints (1989)

Gould, Nicholas I. M. ; Reid, John K.

Springer

Mathematical programming 45 (1989), S. 475-501

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ISSN: 1436-4646

Keywords: Linear constraints ; simple bounds ; initial basis ; feasible point

Source: Springer Online Journal Archives 1860-2000

Topics: Computer Science , Mathematics

Notes: Abstract Many algorithms for solving linearly constrained optimization problems maintain sets of basic variables. The calculation of the initial basis is of great importance as it determines to a large extent the amount of computation that will then be required to solve the problem. In this paper, we suggest a number of simple methods for obtaining an initial basis and perform tests to indicate how they perform on a variety of real-life problems.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01589115

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