An efficient search direction for linear programming problems

In this paper, we present an auxiliary algorithm, in terms of the speed of obtaining the optimal solution, that is effective in helping the simplex method for commencing a better initial basic feasible solution. The idea of choosing a direction towards an optimal point presented in this paper is new and easily implemented. From our experiments, the algorithm will release a corner point of the feasible region within few iterative steps, independent of the starting point. The computational results show that after the auxiliary algorithm is adopted as phase I process, the simplex method consistently reduces the number of required iterations by about 40%.