Article ID: | iaor2007956 |
Country: | Netherlands |
Volume: | 34 |
Issue: | 5 |
Start Page Number: | 569 |
End Page Number: | 576 |
Publication Date: | Sep 2006 |
Journal: | Operations Research Letters |
Authors: | Soumis Franois, Desrosiers Jacques, Amor Hatem Ben |
Keywords: | interior point methods, duality |
Given a linear program, we describe an approach for crossing over from an optimal dual solution to an optimal basic primal solution. It consists in restricting the dual problem to a small box around the available optimal dual solution, then resolving the associated modified primal problem.