Article ID: | iaor19931175 |
Country: | Netherlands |
Volume: | 12 |
Issue: | 5 |
Start Page Number: | 337 |
End Page Number: | 348 |
Publication Date: | Nov 1992 |
Journal: | Operations Research Letters |
Authors: | Cardoso Domingos M., Clmaco Joao C.N. |
A method for solving lienar programs which corresponds to a generalization of the simplex algorithm is introduced. This method makes feasible movements between faces of arbitrary dimension of a polytope and converges to an optimal face. The approach starts at a face of a high dimension, which is easy to determine, and systematically moves from one face to another such that, in general, the dimension of the current face decreases in each iteration.