Article ID: | iaor19911742 |
Country: | Netherlands |
Volume: | 45 |
Issue: | 3 |
Start Page Number: | 475 |
End Page Number: | 501 |
Publication Date: | Dec 1989 |
Journal: | Mathematical Programming |
Authors: | Gould Nicholas I.M., Reid John K. |
Many algorithms for solving linearly constrained optimization problems maintain sets of basic variables. The calculation of the initial basis is of great importance as it determines to a large extent the amount of computation that will then be required to solve the problem. In this paper, a number of simple methods are suggested for obtaining an initial basis and tests are performed to indicate how they perform on a variety of real-life problems.