Implementation aids for optimization algorithms that solve sequences of linear programs

  • Authors:
  • J. L. Nazareth

  • Affiliations:
  • Computational Decision Support Systems, Berkeley, CA

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 1986

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Abstract

We describe a collection of modules designed to facilitate the implementation of optimization (LP) algorithms that must solve one or more linear programs in a suitably coordinated sequence. Our collection also provides a basis for discussing some of the broader issues of LP software development and serves as a tutorial on state-of-the-art techniques that may be used to implement LP algorithms in a practical manner.