Recovering an optimal LP basis from an interior point solution

Authors:
Robert E. Bixby;Matthew J. Saltzman
Affiliations:
Department of Computational and Applied Mathematics, Rice University, Houston, TX, USA;Department of Mathematical Sciences, Clemson University, Clemson, SC, USA
Venue:
Operations Research Letters
Year:
1994

Citing 2
Cited 0

Pathways to the optimal set in linear programming

on Progress in Mathematical Programming: Interior-Point and Related Methods
Modification of the minimum-degree algorithm by multiple elimination

ACM Transactions on Mathematical Software (TOMS)

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Abstract

An important issue in the implementation of interior point algorithms for linear programming is the recovery of an optimal basic solution from an optimal interior point solution. In this paper we describe a method for recovering such a solution. Our implementation links a high-performance interior point code (OB1) with a high-performance simplex code (CPLEX). Results of our computational tests indicate that basis recovery can be done quickly and efficiently.