|
|||||
|
|
Recovering an optimal LP basis from an optimal dual solution |
|
| Authors: | Hatem Ben Amor Jacques Desrosiers François Soumis |
| Institution: | a École Polytechnique de Montréal, Montreal, Canada b GERAD, Montreal, Canada c HEC Montréal, Montreal, Canada H3T 2A7 |
| Abstract: | Given a linear program, we describe an approach for crossing over from an optimal dual solution to an optimal basic primal solution. It consists in restricting the dual problem to a small box around the available optimal dual solution then, resolving the associated modified primal problem. |
| Keywords: | Linear programming Interior point method Basic solution Crossover |
| 本文献已被 ScienceDirect 等数据库收录！ | |