A timing model for the revised simplex method

A timing model for the revised simplex method

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Article ID: iaor1994723
Country: Netherlands
Volume: 13
Issue: 2
Start Page Number: 67
End Page Number: 73
Publication Date: Mar 1993
Journal: Operations Research Letters
Authors: ,
Keywords: computational analysis
Abstract:

It is shown that the time spent in a widely implemented version of the revised simplex method for linear programming can be modeled as the classic inventory control system. Using an Economic Order Quantity formula, an approximation to the optimal frequency for basis refactorization can be inferred. Such timing models can be used to significantly reduce the cost of routine applications as well as to predict the performance of new variants of the algorithm.

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