Search Results - subject:"simplex method"

Recent progress on the cominatorial diameter of polytopes and simplicial complexes

Santos, Francisco - In: Top : transactions in operations research 21 (2013) 3, pp. 426-460

Persistent link: https://www.econbiz.de/10010194389

Implementing the simplex method as a cutting-plane method, with a view to regularization

Fábián, Csaba; Papp, Olga; Eretnek, Krisztián - In: Computational Optimization and Applications 56 (2013) 2, pp. 343-368

We show that the simplex method can be interpreted as a cutting-plane method, assuming that a special pricing rule is …

Persistent link: https://www.econbiz.de/10010998256

Recent progress on the combinatorial diameter of polytopes and simplicial complexes

Santos, Francisco - In: TOP: An Official Journal of the Spanish Society of … 21 (2013) 3, pp. 426-460

The Hirsch Conjecture, posed in 1957, stated that the graph of a d-dimensional polytope or polyhedron with n facets cannot have diameter greater than n−d. The conjecture itself has been disproved, but what we know about the underlying question is quite scarce. Most notably, no polynomial upper...

Persistent link: https://www.econbiz.de/10010995315

Parallel distributed-memory simplex for large-scale stochastic LP problems

Lubin, Miles; Hall, J.; Petra, Cosmin; Anitescu, Mihai - In: Computational Optimization and Applications 55 (2013) 3, pp. 571-596

We present a parallelization of the revised simplex method for large extensive forms of two-stage stochastic linear … programming (LP) problems. These problems have been considered too large to solve with the simplex method; instead, decomposition … inside the linear algebra of the revised simplex method in a manner suitable for high-performance distributed-memory clusters …

Persistent link: https://www.econbiz.de/10010896547

AN UPPER BOUND FOR THE NUMBER OF DIFFERENT SOLUTIONS GENERATED BY THE PRIMAL SIMPLEX METHOD WITH ANY SELECTION RULE OF ENTERING VARIABLES

KITAHARA, TOMONARI; MIZUNO, SHINJI - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 03, pp. 1340012-1

simplex method with Dantzig's (the most negative) pivoting rule. In this paper, we obtain an upper bound with any pivoting … linear programming problem with a totally unimodular matrix. We also obtain a similar upper bound for the dual simplex method. …

Persistent link: https://www.econbiz.de/10010671610

Survey of multi-objective portfolio optimization by linear and mixed integer programming

Sawik, Bartosz - In: Applications of management science., (pp. 55-79). 2013

This chapter presents the survey of selected linear and mixed integer programming multi-objective portfolio optimization. The definitions of selected percentile risk measures are presented. Some contrasts and similarities of the different types of portfolio formulations are drawn out. The survey...

Persistent link: https://www.econbiz.de/10015370881