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: | Bixby Robert E., Saltzman Matthew J. |
Keywords: | interior point methods |
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.