Article ID: | iaor1988742 |
Country: | Netherlands |
Volume: | 43 |
Issue: | 2 |
Start Page Number: | 209 |
End Page Number: | 223 |
Publication Date: | Feb 1989 |
Journal: | Mathematical Programming (Series A) |
Authors: | Anstreicher Kurt M. |
We devise a projective algorithm which explicitly considers the constraint that an artificial variable be zero at the solution. Inclusion of such a constraint allows the algorithm to be applied to a (possibly infeasible) standard form linear program, without the addition of any ‘big