A NEW ADMISSIBLE PIVOT METHOD FOR LINEAR PROGRAMMING

Sungmook Lim () and Soondal Park
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Sungmook Lim: BcN Planning Team, Information Infrastructure Division, National Computerization Agency, NCA Bldg., 77, Mugyo-dong, Chung-ku, Seoul 100-775, Republic of Korea
Soondal Park: Department of Industrial Engineering, Seoul National University, Shillim-Dong, Kwanak-Gu, Seoul 151-742, Republic of Korea

Asia-Pacific Journal of Operational Research (APJOR), 2004, vol. 21, issue 04, 421-434

Abstract: We present a new admissible pivot method for linear programming that works with a sequence of improving primal feasible interior points and dual feasible interior points. This method is a practicable variant of the short admissible pivot sequence algorithm, which was suggested by Fukuda and Terlaky. Here, we also show that this method can be modified to terminate in finite pivot steps. Finally, we show that this method outperforms Terlaky's criss-cross method by computational experiments.

Keywords: Linear programming; admissible pivot method; criss-cross method (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:wsi:apjorx:v:21:y:2004:i:04:n:s0217595904000394

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DOI: 10.1142/S0217595904000394

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