Preprocessing and Postprocessing in Linear Optimization

Abstract

This thesis gives an overall survey of preprocessing and postprocessing techniques in linear optimization (LO) and its implementations in the software package McMaster Interior Point Method (McIPM). We first review the basic concepts and theorems in LO. Then we present all the techniques used in preprocessing and the corresponding operations in postprocessing. Further, we discuss the implementation issues in our software development. Finally we test a series of problems from the Netlib test set and compare our results with state of the art software, such as LIPSOL and CPLEX.