A practical anti-cycling procedure for linearly constrained optimization
نویسندگان
چکیده
A procedure is described for preventing cycling in active-set methods for linearly constrained optimization, including the simplex method. The key ideas are a limited acceptance ofinfeasibilities in all variables, and maintenance of a "working" feasibility tolerance that increases over a long sequence of iterations. The additional work per iteration is nominal, and "stalling" cannot occur with exact arithmetic. The method appears to be reliable, based on computational results for the first 53 linear programming problems in the Netlib set.
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عنوان ژورنال:
- Math. Program.
دوره 45 شماره
صفحات -
تاریخ انتشار 1989