Constraint Optimal Selection Techniques (COSTs) for nonnegative linear programming problems

Constraint Optimal Selection Techniques (COSTs) for nonnegative linear programming problems

We describe an active-set, cutting-plane approach called Constraint Optimal Selection Techniques (COSTs) and develop an efficient new COST for solving nonnegative linear programming problems. We give a geometric interpretation of the new selection rule and provide computational comparisons of the ne...

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Veröffentlicht in:Applied mathematics and computation 2015-01, Vol.251, p.586-598
Hauptverfasser: Saito, G., Corley, H.W., Rosenberger, Jay M., Sung, Tai-Kuan, Noroziroshan, Alireza
Format: Artikel
Sprache:eng
Schlagworte:
Active-set methods
Algorithms
Computation
Constraint selection
Costs
Cutting planes
Large-scale linear programming
Linear programming
Mathematical models
Optimization
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Zusammenfassung:We describe an active-set, cutting-plane approach called Constraint Optimal Selection Techniques (COSTs) and develop an efficient new COST for solving nonnegative linear programming problems. We give a geometric interpretation of the new selection rule and provide computational comparisons of the new COST with existing linear programming algorithms for some large-scale sample problems.
ISSN:0096-3003
1873-5649
DOI:10.1016/j.amc.2014.11.080