Investigating phase 1 of the dual simplex

Investigating phase 1 of the dual simplex

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Article ID: iaor20081484
Country: Hungary
Volume: 23
Issue: 1
Start Page Number: 139
End Page Number: 161
Publication Date: Jan 2006
Journal: Alkalmazott Matematikai Lapok
Authors:
Keywords: duality
Abstract:

The paper performs a theoretical and computational analysis of a new dual simplex algorithm GDPO that is based on a piecewise linear phase 1 objective function. It concludes that it is able to considerably outperform the traditional dual phase 1 methods. It offers enhanced numerically stability and more effectiveness in coping with degeneracy. Tests on 48 real life problems indicate that the theoretically possible improvements are very likely to materialize in practice thus making this algorithm a prime candidate for inclusion in any modern simplex solver.

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