Implementing the simplex method as a cutting-plane method
Csaba I. Fabian(fabian.csabagamf.kefo.hu)
Abstract: We show that the simplex method can be interpreted as a cutting-plane method, assumed that a special pricing rule is used. This approach is motivated by the recent success of the cutting-plane method in the solution of special stochastic programming problems. We compare the classic Dantzig pricing rule and the rule that derives from the cutting-plane approach. We focus on the special linear programming problem of finding the largest ball that fits into a given polyhedron.
Keywords: Simplex method, cutting-plane method, linear programming, convex programming, stochastic programming.
Category 1: Linear, Cone and Semidefinite Programming
Category 2: Convex and Nonsmooth Optimization
Entry Submitted: 06/30/2011
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