Recovering an optimal LP basis from an interior point solution

Recovering an optimal LP basis from an interior point solution

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Article ID: iaor19951497
Country: Netherlands
Volume: 15
Issue: 4
Start Page Number: 169
End Page Number: 178
Publication Date: Apr 1994
Journal: Operations Research Letters
Authors: ,
Keywords: interior point methods
Abstract:

An important issue in the implementation of interior point algorithms for linear programming is the recovery of an optimal basic solution from an optimal interior point solution. In this paper the authors describe a method for recovering such a solution. The present implementation links a high-performance interior point code with a high-performance simplex code. Results of the computational tests indicate that basis recovery can be done quickly and efficiently.

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