Scarf's Procedure for Integer Programming and a Dual Simplex Algorithm

Herbert Scarf has recently introduced an algorithm for integer programs based on the concept of primitive sets. We show that as the choice variables become continuous, this algorithm converges to a dual simplex algorithm. This result is robust in the sense that even before the limit is reached, the simplex path is contained in the primitive sets which define Scarf's path to the solution of the integer program.

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Year of publication:	1982
Authors:	White, Philip M. ; Caplin, Andrew S. ; Heyden, Ludo Van der
Institutions:	Cowles Foundation for Research in Economics, Yale University

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Extent:	application/pdf
Series:	Cowles Foundation Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	CFP 624b. Published in Mathematics of Operations Research (August 1983), 10(3): 403-438 The price is None Number 649 26 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004990761