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Mathematical Programming

, Volume 45, Issue 1–3, pp 475–501 | Cite as

New crash procedures for large systems of linear constraints

  • Nicholas I. M. Gould
  • John K. Reid
Article

Abstract

Many algorithms for solving linearly constrained optimization problems maintain sets of basic variables. The calculation of the initial basis is of great importance as it determines to a large extent the amount of computation that will then be required to solve the problem. In this paper, we suggest a number of simple methods for obtaining an initial basis and perform tests to indicate how they perform on a variety of real-life problems.

Key words

Linear constraints simple bounds initial basis feasible point 

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Copyright information

© North-Holland 1989

Authors and Affiliations

  • Nicholas I. M. Gould
    • 1
  • John K. Reid
    • 1
  1. 1.Computer Science and Systems DivisionHarwell LaboratoryUK

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