Computational aspects of simplex and MBU-simplex algorithms using different anti-cycling pivot rules

Tibor Illés, Adrienn Nagy

Research output: Contribution to journalArticle

4 Citations (Scopus)

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 languageEnglish
Pages (from-to)49-66
Number of pages18
JournalOptimization
Volume63
Issue number1
Early online date18 Jul 2013
DOIs
Publication statusPublished - 1 Jan 2014

Keywords

  • index selection rules
  • linear programming
  • monotonic build-up simplex algorithm
  • primal simplex method

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