A practical anti-degeneracy row selection technique in network linear programming

A practical anti-degeneracy row selection technique in network linear programming

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Article ID: iaor19941140
Country: Switzerland
Volume: 46/47
Issue: 1/4
Start Page Number: 431
End Page Number: 442
Publication Date: Dec 1993
Journal: Annals of Operations Research
Authors:
Keywords: degeneracy
Abstract:

A characteristic feature of the primal network simplex algorithm (NSA) is that it usually makes a large number of degenerate iterations. Though cycling and even stalling can be avoided by recently introduced pivot rules for NSA, the practical efficiency of these rules is not known yet. For the case when the simplex algorithm is used to solve the continuous linear programming (LP) problem there exists a practical anti-cycling procedure that proved to be efficient. It is based on an expanding relaxation of the individual bound on the variables. This paper discusses the adaptation of this method to NSA, taking advantage of the special integer nature of network problems. It also gives an account of the present experience with these ideas as they are experimentally implemented in the MINET network LP solver. Reductions of CPU time have been achieved on a smaller set of specially structured real-life problems.

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