Pricing Criteria in Linear Programming

J. L. Nazareth

Chapter Chapter 7 in Progress in Mathematical Programming, 1989, pp 105-129 from Springer

Abstract: Abstract In this chapter we discuss gradient-based descent methods for solving a linear program. The definition of a local reduced model and selection of a suitable direction of descent provide the overall framework within which we discuss some existing techniques for linear programming and explore other new ones. In particular, we propose a null space affine (scaling) technique that is motivated by the approach of Karmarkar (1984) but builds more directly on the simplex method. We discuss algorithmic considerations based on this approach and issues of effective implementation, and we report the results of a simple, yet instructive, numerical experiment.

Keywords: Search Direction; Simplex Method; Simplex Algorithm; Conjugate Gradient Algorithm; Nonbasic Variable (search for similar items in EconPapers)
Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-9617-8_7

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DOI: 10.1007/978-1-4613-9617-8_7

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