Article ID: | iaor20052331 |
Country: | Netherlands |
Volume: | 157 |
Issue: | 3 |
Start Page Number: | 527 |
End Page Number: | 539 |
Publication Date: | Sep 2004 |
Journal: | European Journal of Operational Research |
Authors: | Santos-Palomo ngel |
A new non-simplex active-set method for solving linear programs is presented. This method uses a “global” viewpoint of the problem, it starts without any iteration point and its basic characteristic is that the first feasible point determined by the method is, generally, an optimal solution. The computational results obtained for a range-space implementation are highly encouraging.