Recovering an Optimal LP Basis from an Interior Point Solution
Bixby, Robert E.
Saltzman, Matthew J.
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 for our computational tests indicate that basis recovery can be done quickly and efficiently.
Citable link to this pagehttps://hdl.handle.net/1911/101733
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