A piecewise linear dual phase-1 algorithm for the simplex method with all types of variable
File(s)DTR00-13.pdf (203.4 KB)
Technical report
Author(s)
Maros, Istvan
Type
Report
Abstract
A dual phase-1 algorithm for the simplex method that handles all types of variables is presented. In each iteration it maximizes a piecewise linear function of dual infeasibilities in order to make the largest possible step towards dual feasibility with a selected outgoing variable. The new method can be viewed as a generalization of traditional phase-1 procedures. It is based on the multiple use of the expensively computed pivot row. By small amount of extra work per iteration, the progress it can make is equivalent to many iterations of the traditional method. In addition to this main achievement it has some further important and favorable features, namely, it is very efficient in coping with degeneracy and numerical diffculties. Both theoretical and computational issues are addressed. Examples are also given that demonstrate the power and flexibility of the method.
Date Issued
2000-01-01
Citation
Departmental Technical Report: 2000/13, 2000, pp.1-25
Publisher
Department of Computing, Imperial College London
Start Page
1
End Page
25
Journal / Book Title
Departmental Technical Report: 2000/13
Copyright Statement
© 2000 The Author(s). This report is available open access under a CC-BY-NC-ND (https://creativecommons.org/licenses/by-nc-nd/4.0/)
Publication Status
Published