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Posterior Constraint Selection for Nonnegative Linear Programming

DOI: 10.4236/ajor.2017.71002, PP. 26-40

Keywords: Linear Programming, Nonnegative Linear Programming, Large-Scale Problems, Active Set Methods, Constraint Selection, Posterior Method, COSTs

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Abstract:

Posterior constraint optimal selection techniques (COSTs) are developed for nonnegative linear programming problems (NNLPs), and a geometric interpretation is provided. The posterior approach is used in both a dynamic and non-dynamic active-set framework. The computational performance of these methods is compared with the CPLEX standard linear programming algorithms, with two most-violated constraint approaches, and with previously developed COST algorithms for large-scale problems.

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