Abstract
Several variations of index selection rules for simplex-type algorithms for linear programming, like the Last-In-First-Out or the Most-Often-Selected-Variable are rules not only theoretically finite, but also provide significant flexibility in choosing a pivot element. Based on an implementation of the primal simplex and the monotonic build-up (MBU) simplex method, the practical benefit of the flexibility of these anti-cycling pivot rules is evaluated using public benchmark LP test sets. Our results also provide numerical evidence that the MBU-simplex algorithm is a viable alternative to the traditional simplex algorithm.
Original language | English |
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Pages (from-to) | 49-66 |
Number of pages | 18 |
Journal | Optimization |
Volume | 63 |
Issue number | 1 |
Early online date | 18 Jul 2013 |
DOIs | |
Publication status | Published - 1 Jan 2014 |
Keywords
- index selection rules
- linear programming
- monotonic build-up simplex algorithm
- primal simplex method