A LINEAR PROGRAMMING PROGRAM BASED ON THE SADDLE POINT ALGORITHM

摘要：

The saddle point algorithm is a new fast iterative method for linear programming. A linear programming program based on the saddle point algorithm can solve large-scale and sparse linear programming problem. It has been widely used in many applications and shows better performance than other public domain simplex-based programs. Several aspects considered in the development of the program are described inthis article such as the principle of the saddle point algorithm, pre-solving, post-solving and the data construction. At the end of the paper, we provide the flow chart of the program and introduce the computational results about the NETLIB test set. The results show that there is no relationship in between the cup-time and the dimension of the problem, and it appears particularly efficient for large-scale problem with a significant number of nonzero elements.

关键词： Linear programming Saddle Point Algorithm Iterative Method

作者: GUOGUANG ZHANG XIAOMEI LIN

作者单位: 11 ST, Economic & Technological Development Zone, Shenyang, China

会议类型: 国际会议

会议名称: The Second International Conference on Information & Systems Sciences(ICISS2008)(第二届信息与系统科学国际会议)

会议地点: 大连

会议语种:英文

页码: 1029-1036

在线出版日期: 2008-12-18（万方平台首次上网日期，不代表论文的发表时间）