A Dynamic Active-Set Method for Linear Programming

Alireza Noroziroshan, H. W. Corley, Jay M. Rosenberger
2015 American Journal of Operations Research  
An efficient active-set approach is presented for both nonnegative and general linear programming by adding varying numbers of constraints at each iteration. Computational experiments demonstrate that the proposed approach is significantly faster than previous active-set and standard linear programming algorithms.
doi:10.4236/ajor.2015.56041 fatcat:e5yo6gxhmndpxaxmzv4njos4fm