The long step rule in the bounded-variable dual simplex method: Numerical experiments

The long step rule in the bounded-variable dual simplex method: Numerical experiments

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Article ID: iaor20032522
Country: Germany
Volume: 55
Issue: 3
Start Page Number: 413
End Page Number: 429
Publication Date: Jan 2002
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors:
Keywords: duality
Abstract:

The dual simplex algorithm is the method of choice when linear programs have to be reoptimized after adding constraints or fixing variables. In this paper we discuss a modification of the standard dual simplex which allows for taking longer steps when proceeding from one dual feasible solution to the other. We describe this long step rule and present computational results on NETLIB and MIPLIB problems.

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