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: | Cook William, Applegate David L., Dash Sanjeeb, Espinoza Daniel G. |
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.