The sagitta method for solving linear programs

The sagitta method for solving linear programs

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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:
Abstract:

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.

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