The long step rule in the bounded-variable dual simplex method: Numerical experiments

Ekaterina Kostina

The Annals of Regional Science, 2002, vol. 55, issue 3, 413-429

Abstract: The dual simplex algorithm is the method of choice when linear programs have to be reoptimized after adding constraints or fixing variables. In this paper we discuss a modication of the standard dual simplex which allows for taking longer steps when proceeding from one dual feasible solution to the other. We describe this long step rule and present computational results on NETLIB and MIPLIB problems. Copyright Springer-Verlag Berlin Heidelberg 2002

Keywords: Key words: Linear Programming; Dual Simplex Method (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:anresc:v:55:y:2002:i:3:p:413-429

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DOI: 10.1007/s001860200188

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