Title of article :
A newversionoftheImprovedPrimalSimplexfordegeneratelinearprograms
Author/Authors :
Vincent Raymond، نويسنده , , FrançoisSoumis، نويسنده , , DominiqueOrban، نويسنده ,
Issue Information :
ماهنامه با شماره پیاپی سال 2010
Abstract :
The ImprovedPrimalSimplex(IPS) algorithm[ElhallaouiI,MetraneA,DesaulniersG,SoumisF.An
Improved PrimalSimplexalgorithmfordegeneratelinearprograms.SIAMJournalofOptimization,sub-
mitted forpublication]isadynamicconstraintreductionmethodparticularlyeffectiveondegenerate
linear programs.ItisabletoachieveareductioninCPUtimeofoverafactorofthreeonsomeproblems
compared tothecommercialimplementationofthesimplexmethod CPLEX. Wepresentanumberof
further improvementsandeffectiveparameterchoicesfor IPS. Oncertaintypesofdegenerateproblems,
our improvementsyieldCPUtimeslowerthanthoseof CPLEX by afactorof12.
Keywords :
Primal simplex , Linear programming , degeneracy
Journal title :
Computers and Operations Research
Journal title :
Computers and Operations Research