A NEW PERTURBATION SIMPLEX ALGORITHM FOR LINEARPROGRAMMING
A NEW PERTURBATION SIMPLEX ALGORITHM FOR LINEAR PROGRAMMING作者机构:东南大学应用数学系 江苏 南京
出 版 物:《Journal of Computational Mathematics》 (计算数学(英文))
年 卷 期:1999年第17卷第3期
页 面:233-242页
核心收录:
学科分类:07[理学] 070102[理学-计算数学] 0701[理学-数学]
基 金:国家自然科学基金
主 题:linear programming simplex method perturbation dual feasibility
摘 要:In this paper, we first propose a perturbation procedure for achieving dual feasibility, which starts with any basis without introducing artificial variables. This procedure and the dual simplex method are then incorporated into a general purpose algorithm; then, a modification of it using a perturbation technique is made in order to handle highly degenerate problems efficiently. Some interesting theoretical results are presented. Nmerical results obtained are reported, which are very encouraging though still preliminary.