Exact solutions to linear programming problems

Exact solutions to linear programming problems

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Article ID: iaor20084140
Country: Netherlands
Volume: 35
Issue: 6
Start Page Number: 693
End Page Number: 699
Publication Date: Nov 2007
Journal: Operations Research Letters
Authors: , , ,
Abstract:

The use of floating-point calculations limits the accuracy of solutions obtained by standard LP software. We present a simplex-based algorithm that returns exact rational solutions, taking advantage of the speed of floating-point calculations and attempting to minimize the operations performed in rational arithmetic. Extensive computational results are presented.

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