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Stationarity in the simplex method

Published online by Cambridge University Press:  09 April 2009

Neil Cameron
Neil Cameron
Affiliation:
Department of Mathematics, Monash University, Clayton, Victoria 3168, Australia
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Abstract

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Degeneracies occur with increasing frequency in some large scale linear programming problems, but with a simple change to the (revised) simplex method, resulting stationarity of the algorithm can be reduced. The method introduced here may also prevent cycling; neither the lexicographic refinement of Dantzig, Orden and Wolfe nor the perturbation technique of Charnes may be required to prevent cycling.

MSC classification

Secondary: 90C05: Linear programming 90C06: Large-scale problems 65K05: Mathematical programming methods
Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 43 , Issue 1 , August 1987 , pp. 137 - 142
Copyright
Copyright © Australian Mathematical Society 1987

References

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[3]Charnes, A., ‘Optimality and degeneracy in linear programming’, Econometrica 20 (1952), 160–170.CrossRefGoogle Scholar
[4]Dantzig, G. B., Linear Programming and Extensions (Princeton University Press, Princeton, N. J., 1963).Google Scholar
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