EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Dual Simplex Method"
Narrow search

Narrow search

Year of publication
Subject
All
Dual Simplex Method 3 Linear Programming 3
Online availability
All
Undetermined 3
Type of publication
All
Article 3
Language
All
Undetermined 3
Author
All
Kostina, Ekaterina 3
Published in...
All
Computational Statistics 1 Mathematical Methods of Operations Research 1 The Annals of Regional Science 1
Source
All
RePEc 3
Showing 1 - 3 of 3
Cover Image
The long step rule in the bounded-variable dual simplex method: Numerical experiments
Kostina, Ekaterina - In: Mathematical Methods of Operations Research 55 (2002) 3, pp. 413-429
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...
Persistent link: https://www.econbiz.de/10010999950
Saved in:
Cover Image
The long step rule in the bounded-variable dual simplex method: Numerical experiments
Kostina, Ekaterina - In: The Annals of Regional Science 55 (2002) 3, pp. 413-429
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...
Persistent link: https://www.econbiz.de/10010758638
Saved in:
Cover Image
The long step rule in the bounded-variable dual simplex method: Numerical experiments
Kostina, Ekaterina - In: Computational Statistics 55 (2002) 3, pp. 413-429
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...
Persistent link: https://www.econbiz.de/10010759539
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...