 Linear and non-linear programming software validityPierre Tolla Mathematics and Computers in Simulation (MATCOM), 1983, vol. 25, issue 1, 39-42 Abstract: The numerical software users are often perturbed by accuracy problems imputable to the rounding errors generated by computer hardware. M. La Porte and J. Vignes (4) created the permutation-perturbation method for evaluating the validity of the solutions of linear algebraic systems, detection of the matrix singularity, and optimal termination criterion of iteratives methods. These problems exist and are considerably amplified in linear and non-linear programming algorithms using near simplex methods : Reduced Gradient of P. Wolfe and Generalized Reduced Gradient of J. Abadie (1) ; effectively, these methods proceed with a long sequence of matrix inversions which increases rounding errors, and it is not unu4sual to obtain false basic solutions or singular basic matrices. Moreover, the classical termination criterions of unconstrained optimization may involve either an untimely stop of the algorithm producing a solution far from the optimum, or, on the contrary, a large number of unprofitable iterations which does not improve the current solution. I suggest, in this paper, some quick and efficient procedures for solving these problems. Date: 1983 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:25:y:1983:i:1:p:39-42 DOI: 10.1016/0378-4754(83)90028-9 Access Statistics for this article Mathematics and Computers in Simulation (MATCOM) is currently edited by Robert Beauwens More articles in Mathematics and Computers in Simulation (MATCOM) from Elsevier |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.