A Dynamic Active-Set Method for Linear Programming

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DOI: 10.4236/ajor.2015.56041    4,396 Downloads   6,033 Views  Citations

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.

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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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