Recovering an optimal LP basis from an optimal dual solution

Recovering an optimal LP basis from an optimal dual solution

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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: , ,
Keywords: interior point methods, duality
Abstract:

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.

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