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Presolving in linear programming (1995)

Andersen, Erling D. ; Andersen, Knud D.

Springer

Mathematical programming 71 (1995), S. 221-245

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ISSN: 1436-4646

Schlagwort(e): Linear programming ; Presolving ; Interior-point methods

Quelle: Springer Online Journal Archives 1860-2000

Thema: Informatik , Mathematik

Notizen: Abstract Most modern linear programming solvers analyze the LP problem before submitting it to optimization. Some examples are the solvers WHIZARD (Tomlin and Welch, 1983), OB1 (Lustig et al., 1994), OSL (Forrest and Tomlin, 1992), Sciconic (1990) and CPLEX (Bixby, 1994). The purpose of the presolve phase is to reduce the problem size and to discover whether the problem is unbounded or infeasible. In this paper we present a comprehensive survey of presolve methods. Moreover, we discuss the restoration procedure in detail, i.e., the procedure that undoes the presolve. Computational results on the NETLIB problems (Gay, 1985) are reported to illustrate the efficiency of the presolve methods.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01586000

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