A Dynamic Active-Set Method for Linear Programming - American Journal of Operations Research

AJOR > Vol.5 No.6, November 2015

American Journal of Operations Research

Volume 5, Issue 6 (November 2015)

ISSN Print: 2160-8830 ISSN Online: 2160-8849

Google-based Impact Factor: 0.84 Citations

A Dynamic Active-Set Method for Linear Programming ()

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Download as PDF (Size: 334KB) PP. 526-535

DOI: 10.4236/ajor.2015.56041 4,399 Downloads 6,039 Views Citations

Author(s)

Alireza Noroziroshan^*, H. W. Corley, Jay M. Rosenberger

Affiliation(s)

IMSE Department, The University of Texas at Arlington, Arlington, USA.

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.

KEYWORDS

Constraint Optimal Selection Techniques, Dynamic Active-Set Methods, Large-Scale Linear Programming, Linear Programming

Share and Cite:

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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