A New Steepest Edge Approximation for the Simplex Method for Linear Programming
✍ Scribed by Artur Świętanowski
- Book ID
- 110368889
- Publisher
- Springer US
- Year
- 1998
- Tongue
- English
- Weight
- 110 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0926-6003
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📜 SIMILAR VOLUMES
Linear programming problems with quite square coecient matrix form a wide range of problems that are not amenable to existing algorithms. The method proposed in this paper attacks such problems from the dual side, alternatively arranging computations of the simplex method using the QR factorization.
A steepest edge active set algorithm is described which is suitable for solving linear programming problems where the constraint matrix is sparse and has more rows than columns. The algorithm uses a steepest edge criterion for selecting the search direction at each iteration and recurrence relations