Conic sampling: an efficient method for solving linear and quadratic programming by randomly linking constraints within the interior.
Linear programming (LP) problems are commonly used in analysis and resource allocation, frequently surfacing as approximations to more difficult problems. Existing approaches to LP have been dominated by a small group of methods, and randomized algorithms have not enjoyed popularity in practice. Thi...
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| Format: | Article |
| Language: | English |
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Public Library of Science (PLoS)
2012-01-01
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| Series: | PLoS ONE |
| Online Access: | http://europepmc.org/articles/PMC3428371?pdf=render |