AJOR  Vol.5 No.6 , November 2015
A Dynamic Active-Set Method for Linear Programming
ABSTRACT

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.


Cite this paper
Noroziroshan, A. , Corley, H. and Rosenberger, J. (2015) A Dynamic Active-Set Method for Linear Programming. American Journal of Operations Research, 5, 526-535. doi: 10.4236/ajor.2015.56041.
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