G-2004-61
Using Dual Optimal Multipliers in Recovering an Optimal Primal Basic Solution
, et
référence BibTeXWe describe an approach that computes an optimal primal basic solution given an optimal vector of dual multipliers. It consists in restricting the dual problem to a small box around the available optimal dual solution and in resolving the associated modified primal problem with a simplex algorithm. On average, it largely outperforms CPLEX crossover procedures, specially for large size problems.
Paru en juillet 2004 , 12 pages
Axe de recherche
Application de recherche
Publication
      
        jan. 2006
      
  
  
              Recovering an optimal LP basis from an optimal dual solution 
    
    ,  et 
    
      Operations Research Letters, 34(5), 569–576, 2006
      
        
        référence BibTeX