1
$\begingroup$

Is it possible to solve a linear program with an active set method? If so what would be the similarities and differences to the simplex method?

$\endgroup$
3
$\begingroup$

Yes, it would be called the Simplex algorithm.

An active set method for solving Quadratic Programming problems is often called a "Simplex algorithm" (which is as opposed to an Interior Point method).

$\endgroup$
1
  • 2
    $\begingroup$ To elaborate, if the LP has linear equation constraints these are always active. If it has linear inequality constraints these are active or not depending on whether the constraint is tight or slack. If there are bounds constraints on the variables they can also be active or inactive. In each simplex iteration, a nonbasic variable (at one of its bounds and thus active) becomes basic (and thus inactive), while a basic variable becomes nonbasic. So, one active constraint becomes inactive and one inactive constraint becomes active. $\endgroup$ Jun 8 '20 at 20:38

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.