Article ID: | iaor20061000 |
Country: | United Kingdom |
Volume: | 32 |
Issue: | 8 |
Start Page Number: | 1983 |
End Page Number: | 1993 |
Publication Date: | Aug 2005 |
Journal: | Computers and Operations Research |
Authors: | Lins Marcos Pereira Estellita, Junior Hlcio Vieira |
Keywords: | interior point methods |
A lot of research has been done to find a faster (polynomial) algorithm that can solve linear programming (LP) problems. The main branch of this research has been devoted to interior point methods (IPM). The IPM outperforms the Simplex method in large LPs. However, there is still much research being done in order to improve pivoting algorithms. In this paper, we present a new approach to the problem of improving the pivoting algorithms: instead of starting the Simplex with the canonical basis, we suggest as initial base a vertex of the feasible region that is much closer to the optimal vertex than the initial solution adopted by the Simplex. By supplying the Simplex with a better initial basis, we were able to improve the iteration number efficiency of the Simplex algorithm by about 33%.