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The Dual Active Set Algorithm and Its Application to Linear Programming

โœ Scribed by William W. Hager


Book ID
110323992
Publisher
Springer US
Year
2002
Tongue
English
Weight
115 KB
Volume
21
Category
Article
ISSN
0926-6003

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A steepest edge active set algorithm for
โœ S. W. Sloan ๐Ÿ“‚ Article ๐Ÿ“… 1988 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 863 KB

A steepest edge active set algorithm is described which is suitable for solving linear programming problems where the constraint matrix is sparse and has more rows than columns. The algorithm uses a steepest edge criterion for selecting the search direction at each iteration and recurrence relations