G-2004-61
Using Dual Optimal Multipliers in Recovering an Optimal Primal Basic Solution
Hatem Ben Amor, Jacques Desrosiers et François Soumis
We describe an approach that computes an optimal primal basic solution given an optimal vector of dual multipliers. It consists in restricting the dual problem to a small box around the available optimal dual solution and in resolving the associated modified primal problem with a simplex algorithm. On average, it largely outperforms CPLEX crossover procedures, specially for large size problems.
Paru en juillet 2004 , 12 pages