Novel update techniques for the revised simplex method
نویسندگان
چکیده
منابع مشابه
Novel update techniques for the revised simplex method
This paper introduces three novel techniques for updating the invertible representation of the basis matrix when solving practical sparse linear programming (LP) problems using a high performance implementation of the dual revised simplex method, being of particular value when suboptimization is used. Two are variants of the product form update and the other permits multiple Forrest-Tomlin upda...
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In this paper, we describe a method to enhance the FTRAN and BTRAN operations in the revised simplex algorithm by using a reduced basis matrix defined by basic columns and nonbasic rows. This submatrix of the standard basis matrix is potentially much smaller, but may change its dimension dynamically from iteration to iteration. For the classical product form update (“eta update”), the idea has ...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2014
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-014-9689-1