Article ID: | iaor20022455 |
Country: | Netherlands |
Volume: | 25 |
Issue: | 1 |
Start Page Number: | 33 |
End Page Number: | 37 |
Publication Date: | Aug 1999 |
Journal: | Operations Research Letters |
Authors: | Filippi Carlo |
We describe an algorithm for the solution of the neighborhood problem and of a closely related sensitivity analysis question in linear programming. The algorithm performs a reverse search of feasible bases by means of lexicographic pivoting.