An implementation of steepest-descent augmentation for linear programs
Optimization and Control
2019-11-21 v1
Abstract
Generalizing the simplex method, circuit augmentation schemes for linear programs follow circuit directions through the interior of the underlying polyhedron. Steepest-descent augmentation is especially promising, but an implementation of the iterative scheme is a significant challenge. We work towards a viable implementation through a model in which a single linear program is updated dynamically to remain in memory throughout. Computational experiments exhibit dramatic improvements over a naive approach and reveal insight into the next steps required for large-scale computations.
Cite
@article{arxiv.1911.08636,
title = {An implementation of steepest-descent augmentation for linear programs},
author = {Steffen Borgwardt and Charles Viss},
journal= {arXiv preprint arXiv:1911.08636},
year = {2019}
}