The value of an advanced basis crash for the dual revised simplex method
Contributed talk at the 4th Conference on Optimization Methods and Software, Havana, Cuba, 16-20 December 2017
Julian Hall
Abstract
When the dual revised simplex method for linear programming (LP) problems is started from a basis of slack variables, it is typically accelerated by the use of steepest edge weights on the primal infeasibilities. Crash techniques for the simplex method attempt to find a non-slack basis so that the time overall time required to solve the LP problem is reduced, and are popular when using the primal revised simplex method. In the context of the high performance linear optimization solver h2gmp, this talk will discuss several crash procedures for the dual revised simplex method, their consequences for steepest edge strategies, and the overall effect on solution time.
Slides:
| OMS17.pdf |