A combined phase I-phase II projective algorithm for linear programming

A combined phase I-phase II projective algorithm for linear programming

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Article ID: iaor1988742
Country: Netherlands
Volume: 43
Issue: 2
Start Page Number: 209
End Page Number: 223
Publication Date: Feb 1989
Journal: Mathematical Programming (Series A)
Authors:
Abstract:

We devise a projective algorithm which explicitly considers the constraint that an artificial variable be zero at the solution. Inclusion of such a constraint allows the algorithm to be applied to a (possibly infeasible) standard form linear program, without the addition of any ‘big M’ terms or conversion to a primal-dual problem.

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