Numerical experiments with the symmetric affine scaling algorithm on degenerate linear programming problems

Jorge Amaya
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Jorge Amaya: CORE, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium

No 1992041, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: In this paper we report numerical results on the symmetric affine scaling algorithm applied to degenerate linear programming problems. The performance is measured in terms of the number of iterations needed to reach a prefixed level of tolerance. We have found that the number of iterations increases with the number of primal variables and, for most problems, slightly decreases with the increase of degeneracy. Problems are randomly generated, with a prescribed degree of degeneracy.

Date: 1992-08-01
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1992041

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