The Dual Active Set Algorithm and Its Application to Linear Programming

Authors:
William W. Hager
Affiliations:
Department of Mathematics, University of Florida, Gainesville, FL 32611, USA
Venue:
Computational Optimization and Applications
Year:
2002

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Abstract

The Dual Active Set Algorithm (DASA), presented in Hager, Advances in Optimization and Parallel Computing, P.M. Pardalos (Ed.), North Holland: Amsterdam, 1992, pp. 137–142, for strictly convex optimization problems, is extended to handle linear programming problems. Line search versions of both the DASA and the LPDASA are given.