A new non-monotonic infeasible simplex-type algorithm for Linear Programming
File(s)
Author(s)
Triantafyllidis, Charalampos P
Samaras, Nikolaos
Type
Journal Article
Abstract
This paper presents a new simplex-type algorithm for Linear Programming with the following two main characteristics: (i) the algorithm computes basic solutions which are neither primal or dual feasible, nor monotonically improving and (ii) the sequence of these basic solutions is connected with a sequence of monotonically improving interior points to construct a feasible direction at each iteration. We compare the proposed algorithm with the state-of-the-art commercial CPLEX and Gurobi Primal-Simplex optimizers on a collection of 93 well known benchmarks. The results are promising, showing that the new algorithm competes versus the state-of-the-art solvers in the total number of iterations required to converge.
Date Issued
2020-03-30
Date Acceptance
2020-02-26
Citation
PeerJ Computer Science, 2020, 6
ISSN
2376-5992
Publisher
PeerJ Inc.
Journal / Book Title
PeerJ Computer Science
Volume
6
Copyright Statement
Copyright
2020 Triantafyllidis and Samaras
Distributed under
Creative Commons CC-BY 4.0
2020 Triantafyllidis and Samaras
Distributed under
Creative Commons CC-BY 4.0
License URL
Identifier
https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000525828300001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Subjects
COMBINING INTERIOR-POINT
Computer Science
Computer Science, Artificial Intelligence
Computer Science, Information Systems
Computer Science, Theory & Methods
Exterior point
Infeasible
Interior point method
Linear programming
Mathematical programming
Non-monotonic
Optimization
PIVOT
Science & Technology
Simplex-type
Technology
Publication Status
Published
Article Number
e265
Date Publish Online
2020-03-30