Scarf's Procedure for Integer Programming and a Dual Simplex Algorithm

Philip M. White, Andrew Caplin and Ludo Van der Heyden

No 649, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: Herbert Scarf has recently introduced an algorithm for integer programs based on the concept of primitive sets. We show that as the choice variables become continuous, this algorithm converges to a dual simplex algorithm. This result is robust in the sense that even before the limit is reached, the simplex path is contained in the primitive sets which define Scarf's path to the solution of the integer program.

Pages: 26 pages
Date: 1982
Note: CFP 624b.
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Published in Mathematics of Operations Research (August 1983), 10(3): 403-438

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