Nuacht

The book also addresses linear programming duality theory and its use in algorithm design as well as the Dual Simplex Method, Dantzig-Wolfe decomposition, and a primal-dual interior point algorithm.
Moreover, a new, ratio-test-free pivoting rule is proposed, significantly reducing computational cost at each iteration. Our numerical experiments show that the method is very promising, at least for ...
A computational procedure is given for finding the minimum of a quadratic function of variables subject to linear inequality constraints. The procedure is analogous to the Simplex Method for linear ...