A Fast Simplex Algorithm for Linear Programming

Ping-Qi Pan(panpqseu.edu.cn)

Abstract: Recently, computational results demonstrated the superiority of a so-called ``largest-distance'' rule and ``nested pricing'' rule to other major rules commonly used in practice. A simplex algorithm using a combination of the two successful rules was implemented, and tested on the same 80 large-scale problems from Netlib, Kennington and BPMPD test sets. The outcome turned out to be very favorable.

Keywords: large-scale linear programming, simplex algorithm, pivot rule, nested, largest-distance, scaling.

Category 1: Linear, Cone and Semidefinite Programming (Linear Programming )

Citation: Department of Mathematics, Southeast University,210096, China, 10/2007

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Entry Submitted: 10/17/2007
Entry Accepted: 10/17/2007
Entry Last Modified: 10/17/2007

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