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: | Kostina E. |
Keywords: | duality |
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.