Imperial College London

MrLloydKamara

Faculty of EngineeringDepartment of Computing

Computing Support Manager
 
 
 
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Contact

 

+44 (0)20 7594 8400l.kamara Website

 
 
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Location

 

305Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@techreport{Maros:2002:10.25561/95731,
author = {Maros, I},
booktitle = {Departmental Technical Report: 02/15},
doi = {10.25561/95731},
publisher = {Department of Computing, Imperial College London},
title = {An enhanced piecewise linear dual phase-1 algorithm for the simplex method},
url = {http://dx.doi.org/10.25561/95731},
year = {2002}
}

RIS format (EndNote, RefMan)

TY  - RPRT
AB - A dual phase-1 algorithm for the simplex method that handles all types of vari-ables is presented. In each iteration it maximizes a piecewise linear function of dualinfeasibilities in order to make the largest possible step towards dual feasibility witha selected outgoing variable. The algorithm can be viewed as a generalization oftraditional phase-1 procedures. It is based on the multiple use of the expensivelycomputed pivot row. By small amount of extra work per iteration, the progress itcan make is equivalent to many iterations of the traditional method. While this is itsmost important feature, it possesses some additional favorable properties, namely,it can be efficient in coping with degeneracy and numerical difficulties. Both theo-retical and computational issues are addressed. Some computational experience isalso reported which shows that the potentials of the method can materialize on realworld problems. This paper is based on IC Departmental Technical Report 2000/13and contains an enhancement of the main algorithm.
AU - Maros,I
DO - 10.25561/95731
PB - Department of Computing, Imperial College London
PY - 2002///
TI - An enhanced piecewise linear dual phase-1 algorithm for the simplex method
T1 - Departmental Technical Report: 02/15
UR - http://dx.doi.org/10.25561/95731
UR - http://hdl.handle.net/10044/1/95731
ER -