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Constraint Optimal Selection Techniques (COSTs) for nonnegative linear programming problems

Author

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  • Saito, G.
  • Corley, H.W.
  • Rosenberger, Jay M.
  • Sung, Tai-Kuan
  • Noroziroshan, Alireza

Abstract

We describe an active-set, cutting-plane approach called Constraint Optimal Selection Techniques (COSTs) and develop an efficient new COST for solving nonnegative linear programming problems. We give a geometric interpretation of the new selection rule and provide computational comparisons of the new COST with existing linear programming algorithms for some large-scale sample problems.

Suggested Citation

  • Saito, G. & Corley, H.W. & Rosenberger, Jay M. & Sung, Tai-Kuan & Noroziroshan, Alireza, 2015. "Constraint Optimal Selection Techniques (COSTs) for nonnegative linear programming problems," Applied Mathematics and Computation, Elsevier, vol. 251(C), pages 586-598.
    • Handle: RePEc:eee:apmaco:v:251:y:2015:i:c:p:586-598
    DOI: 10.1016/j.amc.2014.11.080
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