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Single-projection procedure for linear optimization

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Abstract

It is shown in this paper that under strict complementarity condition, a linear programming problem can be solved by a single orthogonal projection operation onto the cone generated by rows of constraint matrix and corresponding right-hand sides. The efficient projection procedure with the finite termination is provided and computational experiments are reported.

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Authors and Affiliations

  1. Far Eastern Federal University, Vladivostok, Russia

    E. A. Nurminski

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  1. E. A. Nurminski
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Correspondence to E. A. Nurminski.

Additional information

This research supported by the Russian Foundation for Basic Research Grant 13-07-12010.

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Nurminski, E.A. Single-projection procedure for linear optimization. J Glob Optim 66, 95–110 (2016). https://doi.org/10.1007/s10898-015-0337-9

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  • DOI: https://doi.org/10.1007/s10898-015-0337-9

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