The long step rule in the bounded-variable dual simplex method: Numerical experiments

The dual simplex algorithm is the method of choice when linear programs have to be reoptimized after adding constraints or fixing variables. In this paper we discuss a modication of the standard dual simplex which allows for taking longer steps when proceeding from one dual feasible solution to the other. We describe this long step rule and present computational results on NETLIB and MIPLIB problems. Copyright Springer-Verlag Berlin Heidelberg 2002

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Year of publication:	2002
Authors:	Kostina, Ekaterina
Published in:	Computational Statistics. - Springer. - Vol. 55.2002, 3, p. 413-429
Publisher:	Springer
Subject:	Linear Programming \| Dual Simplex Method

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010759539