Price probing in the simplex method

Price probing in the simplex method

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Article ID: iaor20013622
Country: United States
Volume: 37
Issue: 1/2
Start Page Number: 489
End Page Number: 492
Publication Date: Oct 1999
Journal: Computers & Industrial Engineering
Authors: ,
Abstract:

This paper describes remote probing, a method that employs the principle of external pivoting and evaluates points with respect to their objective values from a given basic point, i.e., without ever moving out of that basic point. Once a point is deemed sufficiently good, the method moves to that point in a single simplex step, and from there on, the regular primal simplex method commences. In that sense, remote probing can be seen as preprocessing for the primal simplex algorithm.

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