| Article ID: | iaor20061001 |
| Country: | United Kingdom |
| Volume: | 20 |
| Issue: | 4/5 |
| Start Page Number: | 515 |
| End Page Number: | 524 |
| Publication Date: | Aug 2005 |
| Journal: | Optimization Methods & Software |
| Authors: | Golikov A.I., Evtushenko Yu. G., Mollaverdy N. |
The augmented Lagrangian and Newton methods are used to simultaneously solve the primal and dual linear programming problems. The proposed approach is applied to the primal linear programming problem with a very large number (∼106) of nonnegative variables and a moderate (∼103) number of equality-type constraints. Computation results such as the solution of a linear program with 10 million primal variables are presented.