Computational results with a primal-dual subproblem simplex method.
Jing HuEllis L. JohnsonPublished in: Oper. Res. Lett. (1999)
Keyphrases
- simplex method
- primal dual
- linear programming
- linear program
- interior point algorithm
- linear programming problems
- linear fractional
- affine scaling
- convex optimization
- simplex algorithm
- interior point methods
- convergence rate
- variational inequalities
- integer programming
- dynamic programming
- integer program
- approximation algorithms
- column generation
- semidefinite programming
- algorithm for linear programming
- cutting plane
- optimal solution
- interior point
- np hard
- global constraints
- combinatorial optimization
- feasible solution
- saddle point
- multiscale