The generalized simplex method

The generalized simplex method

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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: ,
Abstract:

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.

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