An active-set strategy in an interior point method for linear programming

An active-set strategy in an interior point method for linear programming

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Article ID: iaor19941918
Country: Netherlands
Volume: 59
Issue: 3
Start Page Number: 345
End Page Number: 360
Publication Date: May 1993
Journal: Mathematical Programming (Series A)
Authors:
Abstract:

The paper presents a potential reduction method for linear programming where only the constraints with relatively small dual slacks-termed ‘active constraints’-will be ta

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