Hyper-Sparsity in the Revised Simplex Method and How to Exploit it.

J. A. J. Hall K. I. M. McKinnon

Published in: Comput. Optim. Appl. (2005)

Keyphrases

simplex method
linear programming
linear program
linear fractional
convergence rate
column generation
linear programming problems
high dimensional
simplex algorithm
primal dual
interior point algorithm
dynamic programming
markov chain
evaluation function
objective function
policy iteration
interior point methods