MINOS/AUGMENTED User's Manual.
STANFORD UNIV CA SYSTEMS OPTIMIZATION LAB
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The scope of this manual is restricted to matters additional to those covered in the MINOS Users Guide 2. We assume that you are either already familiar with that manual, or at least have a copy at hand to refer to. Unless nonlinearities are specified, MINOSAUGMENTED solves the standard linear programming problem, using a reliable implementation of the revised simplex method. A sparse LU factorization of the basis matrix is computed using the bump and spike algorithm of Hellerman and Rarick, and this is updated in a stable manner by the method of Bartels and Golub. Author
- Operations Research
- Computer Programming and Software