Sphere methods for linear programming

Sphere methods for linear programming

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Article ID: iaor20105462
Volume: 5
Issue: 1
Start Page Number: 21
End Page Number: 33
Publication Date: Jan 2010
Journal: Algorithmic Operations Research
Authors: ,
Abstract:

The sphere method for solving linear programs operates with only a subset of constraints in the model in each iteration, and thus has the advantage of handling instances which may not be very sparse. In this paper we discuss enhancements, and improved versions Sphere Methods 2, 2.1 which improve performance by 20 to 80%. Additional steps that can improve performance even more are also presented.

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