Recovering an Optimal LP Basis from an Interior Point Solution
dc.contributor.author | Bixby, Robert E. | en_US |
dc.contributor.author | Saltzman, Matthew J. | en_US |
dc.date.accessioned | 2018-06-18T17:30:47Z | en_US |
dc.date.available | 2018-06-18T17:30:47Z | en_US |
dc.date.issued | 1991-10 | en_US |
dc.date.note | October 1991 | en_US |
dc.description.abstract | An important issue in the implementation of interior point algorithms for linear programming is the recovery of an optimal basic solution from an optimal interior point solution. In this paper we describe a method for recovering such a solution. Our implementation links a high-performance interior point code (OB1) with a high-performance simplex code (CPLEX). Results for our computational tests indicate that basis recovery can be done quickly and efficiently. | en_US |
dc.format.extent | 31 pp | en_US |
dc.identifier.citation | Bixby, Robert E. and Saltzman, Matthew J.. "Recovering an Optimal LP Basis from an Interior Point Solution." (1991) <a href="https://hdl.handle.net/1911/101733">https://hdl.handle.net/1911/101733</a>. | en_US |
dc.identifier.digital | TR91-32 | en_US |
dc.identifier.uri | https://hdl.handle.net/1911/101733 | en_US |
dc.language.iso | eng | en_US |
dc.title | Recovering an Optimal LP Basis from an Interior Point Solution | en_US |
dc.type | Technical report | en_US |
dc.type.dcmi | Text | en_US |
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