A strictly improving Phase 1 algorithm using least-squares subproblems [electronic resource]

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Bibliographic Details
Online Access: Online Access
Corporate Authors: Stanford University. Systems Optimization Laboratory (Researcher), United States. Department of Energy. Oakland Operations Office (Researcher)
Format: Government Document Electronic eBook
Language:English
Published: Washington, D.C. : Oak Ridge, Tenn. : United States. Dept. of Energy ; distributed by the Office of Scientific and Technical Information, U.S. Dept. of Energy, 1992.
Subjects:

MARC

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245 0 2 |a A strictly improving Phase 1 algorithm using least-squares subproblems  |h [electronic resource] 
260 |a Washington, D.C. :  |b United States. Dept. of Energy ;  |a Oak Ridge, Tenn. :  |b distributed by the Office of Scientific and Technical Information, U.S. Dept. of Energy,  |c 1992. 
300 |a 44 p. :  |b digital, PDF file. 
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500 |a 04/01/1992. 
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500 |a ": Grant ECS-8906260" 
500 |a "Grant DMS-8913089" 
500 |a "N00014-89-J-1659" 
500 |a Davis, J.W.; Dantzig, G.B.; Leichner, S.A. 
513 |a Topical;  |b 04/01/1992. 
520 3 |a Although the simplex method̀s performance in solving linear programming problems is usually quite good, it does not guarantee strict improvement at each iteration on degenerate problems. Instead of trying to recognize and avoid degenerate steps in the simplex method, we have developed a new Phase I algorithm that is completely impervious to degeneracy, with strict improvement attained at each iteration. It is also noted that the new Phase I algorithm is closely related to a number of existing algorithms. When tested on the 30 smallest NETLIB linear programming test problems, the computational results for the new Phase I algorithm were almost 3.5 times faster than the simplex method; on some problems, it was over 10 times faster. 
536 |b FG03-92ER25116. 
650 7 |a Algorithms.  |2 local. 
650 7 |a Linear Programming.  |2 local. 
650 7 |a Least Square Fit.  |2 local. 
650 7 |a Convergence.  |2 local. 
650 7 |a Performance.  |2 local. 
650 7 |a Iterative Methods.  |2 local. 
650 7 |a General And Miscellaneous//mathematics, Computing, And Information Science.  |2 edbsc. 
710 2 |a Stanford University.  |b Systems Optimization Laboratory.  |4 res. 
710 1 |a United States.  |b Department of Energy.  |4 spn. 
710 1 |a United States.  |b Department of Energy.  |b Oakland Operations Office.  |4 res. 
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