Recovering an optimal LP basis from an interior point solution.
Robert E. BixbyMatthew J. SaltzmanPublished in: Oper. Res. Lett. (1994)
Keyphrases
- interior point
- linear programming
- optimal solution
- linear complementarity problem
- complementarity problems
- linear program
- interior point methods
- convex optimization
- primal dual
- linear programming problems
- semidefinite programming
- semidefinite
- linear systems
- simplex method
- lp relaxation
- dynamic programming
- nonnegative matrix factorization
- integer programming
- quadratic programming
- solution quality
- column generation
- feasible solution
- np hard
- lower bound