A new admissible pivot method for linear programming

A new admissible pivot method for linear programming

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Article ID: iaor20071467
Country: Singapore
Volume: 21
Issue: 4
Start Page Number: 421
End Page Number: 434
Publication Date: Dec 2004
Journal: Asia-Pacific Journal of Operational Research
Authors: ,
Abstract:

We present a new admissible pivot method for linear programming that works with a sequence of improving primal feasible interior points and dual feasible interior points. This method is a practicable variant of the short admissible pivot sequence algorithm, which was suggested by Fukuda and Terlaky. Here, we also show that this method can be modified to terminate in finite pivot steps. Finally, we show that this method outperforms Terlaky's criss-cross method by computational experiments.

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