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

Illés Tibor(illes***at***math.bme.hu)
Nagy Adrienn(adriennnagy***at***fico.com)

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 are 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.

Keywords: monotonic build-up simplex algorithm, primal simplex method, index selection rules, linear programming

Category 1: Optimization Software and Modeling Systems (Optimization Software Benchmark )

Category 2: Linear, Cone and Semidefinite Programming (Linear Programming )

Citation: submitted

Download: [PDF]

Entry Submitted: 02/24/2013
Entry Accepted: 02/24/2013
Entry Last Modified: 02/24/2013

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