TITLE:
A Dynamic Active-Set Method for Linear Programming
AUTHORS:
Alireza Noroziroshan, H. W. Corley, Jay M. Rosenberger
KEYWORDS:
Constraint Optimal Selection Techniques, Dynamic Active-Set Methods, Large-Scale Linear Programming, Linear Programming
JOURNAL NAME:
American Journal of Operations Research,
Vol.5 No.6,
November
18,
2015
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.