Article ID: | iaor1993742 |
Country: | Netherlands |
Volume: | 12 |
Issue: | 1 |
Start Page Number: | 1 |
End Page Number: | 2 |
Publication Date: | Jul 1992 |
Journal: | Operations Research Letters |
Authors: | Vial J.-P. |
The combined phase I-phase II projective algorithm of de Ghellinck and Vial solves any linear programming problem in its primal-dual formulation, without assuming any regularity condition. The method does not require artificial variables and/or constraints. It consists simply in minimizing the sum of all primal and dual variables. The present note is an alternative to a recent proposal of Anstreicher.